+533.2%
XYZ vs SRE
+132.5%
+400.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | +16.7% | -6.3% | +23.1% | +19.9% |
| 6M | +26.9% | -10.7% | +37.5% | +33.0% |
| YTD | +27.1% | -3.5% | +30.6% | +26.8% |
| 1Y | +9.3% | +5.3% | +4.0% | +3.0% |
| 3Y | +42.3% | +31.8% | +10.5% | +13.9% |
| 5Y | -69.3% | +47.4% | -116.7% | -76.6% |
| 10Y | +586.8% | +120.6% | +466.2% | +350.6% |
| All | +533.2% | +132.5% | +400.7% | +304.3% |
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