+62.6%
XYZ vs SRE
+24.6%
+38.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -1.1% | +1.8% | -2.8% | -1.6% |
| 30D | +11.5% | -3.0% | +14.5% | +12.3% |
| 3M | +1.8% | -7.3% | +9.0% | +3.9% |
| 6M | +21.2% | -11.9% | +33.1% | +25.6% |
| YTD | +29.9% | -7.9% | +37.8% | +30.7% |
| 1Y | +35.8% | -11.1% | +46.9% | +39.1% |
| 3Y | +62.6% | +24.8% | +37.8% | +31.4% |
| All | +62.6% | +24.6% | +38.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling