+1,106.7%
XLY vs SRE
+1,632.2%
-525.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -4.2% | -3.0% | -1.2% | -3.3% |
| 3M | -2.7% | -8.3% | +5.6% | +0.1% |
| 6M | -0.6% | -8.9% | +8.3% | +2.1% |
| YTD | -5.0% | -4.3% | -0.8% | -4.4% |
| 1Y | -4.1% | +2.7% | -6.8% | -6.2% |
| 3Y | +33.6% | +28.7% | +4.9% | +17.1% |
| 5Y | +28.7% | +47.1% | -18.4% | +6.5% |
| 10Y | +219.6% | +121.7% | +97.9% | +117.2% |
| All | +1,106.7% | +1,632.2% | -525.4% | +336.3% |
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