+78.2%
AAPL vs SRE
+30.8%
+47.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -3.0% | +1.5% | -4.4% | -3.2% |
| 30D | +2.3% | +0.8% | +1.5% | +2.1% |
| 3M | +8.6% | -5.8% | +14.4% | +9.6% |
| 6M | +21.6% | -7.8% | +29.4% | +22.9% |
| YTD | +16.3% | -2.4% | +18.7% | +16.1% |
| 1Y | +35.1% | +8.9% | +26.2% | +31.6% |
| All | +78.2% | +30.8% | +47.4% | +63.1% |
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 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