+1,278.0%
AAPL vs SRE
+122.3%
+1,155.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +3.8% | -0.8% | +4.7% | +4.1% |
| 30D | +9.9% | -3.0% | +12.9% | +10.9% |
| 3M | +12.5% | -8.3% | +20.8% | +15.6% |
| 6M | +27.6% | -8.9% | +36.5% | +31.1% |
| YTD | +22.6% | -4.3% | +26.8% | +23.3% |
| 1Y | +45.0% | +2.7% | +42.2% | +41.9% |
| 3Y | +87.8% | +28.7% | +59.1% | +63.2% |
| 5Y | +128.7% | +47.1% | +81.5% | +87.8% |
| All | +1,278.0% | +122.3% | +1,155.7% | +909.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling