+179.0%
SAP vs SRE
+118.9%
+60.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | +1.5% | -1.7% | -0.7% |
| 30D | +0.3% | +0.8% | -0.5% | -0.1% |
| 3M | +16.9% | -5.8% | +22.7% | +18.5% |
| 6M | +6.3% | -7.8% | +14.1% | +8.1% |
| YTD | -12.4% | -2.4% | -10.1% | -12.8% |
| 1Y | -21.6% | +8.9% | -30.5% | -24.8% |
| 3Y | +54.8% | +31.1% | +23.7% | +35.2% |
| 5Y | +56.2% | +48.6% | +7.5% | +28.9% |
| 10Y | +179.0% | +126.1% | +52.9% | +101.1% |
| All | +179.0% | +118.9% | +60.1% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling