+131.1%
ADI vs SRE
+46.9%
+84.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -6.0% | -1.7% | -4.2% | -5.6% |
| 3M | -7.7% | -7.1% | -0.7% | -5.7% |
| 6M | +14.0% | -8.4% | +22.3% | +16.7% |
| YTD | +34.4% | -3.5% | +37.9% | +34.9% |
| 1Y | +48.0% | +5.4% | +42.6% | +43.4% |
| 3Y | +113.3% | +29.5% | +83.8% | +83.4% |
| 5Y | +131.1% | +48.3% | +82.8% | +92.5% |
| All | +131.1% | +46.9% | +84.2% | +92.5% |
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