+147,316.6%
AAPL vs SRE
+1,553.2%
+145,763.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -2.7% | +1.4% | -4.2% | -3.2% |
| 30D | +1.0% | +1.9% | -0.9% | +0.3% |
| 3M | +5.0% | -3.3% | +8.2% | +5.8% |
| 6M | +23.0% | -6.4% | +29.5% | +25.1% |
| YTD | +16.6% | -1.8% | +18.5% | +16.5% |
| 1Y | +33.4% | +10.7% | +22.7% | +27.7% |
| 3Y | +79.9% | +31.8% | +48.1% | +58.8% |
| 5Y | +109.0% | +49.2% | +59.8% | +76.3% |
| 10Y | +1,210.4% | +118.5% | +1,091.9% | +848.5% |
| All | +147,316.6% | +1,553.2% | +145,763.4% | +66,270.0% |
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