+5,167.0%
ADI vs SRE
+1,451.4%
+3,715.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +9.5% | +1.8% | +7.7% | +8.8% |
| 30D | -1.4% | -3.0% | +1.6% | -0.2% |
| 3M | +4.7% | -7.3% | +12.0% | +7.5% |
| 6M | -7.4% | -11.9% | +4.5% | -3.4% |
| YTD | +48.1% | -7.9% | +55.9% | +51.5% |
| 1Y | +69.6% | -11.1% | +80.8% | +75.9% |
| 3Y | +144.4% | +24.8% | +119.6% | +118.0% |
| 5Y | +134.1% | +52.4% | +81.7% | +91.8% |
| 10Y | +632.8% | +127.9% | +504.9% | +391.6% |
| All | +5,167.0% | +1,451.4% | +3,715.6% | +1,623.4% |
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