+47.7%
XYZ vs SRE
+31.9%
+15.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +16.7% | -6.3% | +23.1% | +18.9% |
| 6M | +26.9% | -10.7% | +37.5% | +31.3% |
| YTD | +27.1% | -3.5% | +30.6% | +26.4% |
| 1Y | +9.3% | +5.3% | +4.0% | +3.3% |
| All | +47.7% | +31.9% | +15.8% | +16.2% |
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