+72.6%
XYZ vs SRE
+18.5%
+54.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | +12.1% | -9.2% | +21.3% | +15.5% |
| 30D | +12.4% | -1.9% | +14.3% | +12.7% |
| 3M | +8.2% | -6.5% | +14.7% | +10.0% |
| 6M | +20.7% | -15.2% | +35.9% | +26.9% |
| YTD | +31.3% | -9.5% | +40.8% | +32.9% |
| 1Y | +20.5% | -13.2% | +33.7% | +24.4% |
| 3Y | +72.6% | +19.5% | +53.1% | +43.0% |
| All | +72.6% | +18.5% | +54.2% | +43.0% |
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