+124.8%
AAPL vs SRE
+46.9%
+77.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +3.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +7.1% | -1.7% | +8.8% | +7.5% |
| 3M | +12.1% | -7.1% | +19.2% | +14.2% |
| 6M | +25.4% | -8.4% | +33.8% | +28.0% |
| YTD | +20.5% | -3.5% | +24.0% | +20.7% |
| 1Y | +44.5% | +5.4% | +39.1% | +40.4% |
| 3Y | +85.8% | +29.5% | +56.2% | +59.5% |
| 5Y | +124.8% | +48.3% | +76.4% | +91.2% |
| All | +124.8% | +46.9% | +77.9% | +91.2% |
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