-68.6%
XYZ vs SRE
+51.2%
-119.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.2% |
| 7D | +2.9% | +1.4% | +1.4% | +2.0% |
| 30D | +1.4% | +1.9% | -0.5% | -0.2% |
| 3M | +14.6% | -3.3% | +17.8% | +15.7% |
| 6M | +20.8% | -6.4% | +27.2% | +23.4% |
| YTD | +23.1% | -1.8% | +24.9% | +21.0% |
| 1Y | +5.6% | +10.7% | -5.1% | -5.1% |
| 3Y | +50.9% | +31.8% | +19.1% | +10.4% |
| 5Y | -68.6% | +49.2% | -117.8% | -78.7% |
| All | -68.6% | +51.2% | -119.7% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling