+889.2%
XLV vs SRE
+1,632.2%
-742.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -0.8% | -2.7% | -3.3% |
| 30D | -1.8% | -3.0% | +1.2% | -1.1% |
| 3M | +7.8% | -8.3% | +16.1% | +10.3% |
| 6M | +9.1% | -8.9% | +18.0% | +11.7% |
| YTD | +7.7% | -4.3% | +12.0% | +8.5% |
| 1Y | +20.4% | +2.7% | +17.7% | +18.7% |
| 3Y | +30.8% | +28.7% | +2.1% | +18.1% |
| 5Y | +34.6% | +47.1% | -12.5% | +15.9% |
| 10Y | +173.4% | +121.7% | +51.7% | +102.7% |
| All | +889.2% | +1,632.2% | -742.9% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling