+45.0%
AAPL vs SRE
+4.6%
+40.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +3.8% | -0.8% | +4.7% | +3.8% |
| 30D | +9.9% | -3.0% | +12.9% | +9.9% |
| 3M | +12.5% | -8.3% | +20.8% | +12.5% |
| 6M | +27.6% | -8.9% | +36.5% | +27.4% |
| YTD | +22.6% | -4.3% | +26.8% | +21.9% |
| 1Y | +45.0% | +2.7% | +42.2% | +48.6% |
| All | +45.0% | +4.6% | +40.4% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling