+224.0%
SAP vs SRE
+117.6%
+106.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | +1.5% | -8.2% | +9.7% | +3.9% |
| 30D | +8.8% | -3.6% | +12.5% | +9.9% |
| 3M | +12.1% | -6.3% | +18.3% | +13.8% |
| 6M | +34.6% | -13.0% | +47.6% | +39.2% |
| YTD | -2.1% | -9.2% | +7.1% | -0.6% |
| 1Y | -5.5% | -13.1% | +7.6% | -2.7% |
| 3Y | +67.4% | +22.4% | +45.0% | +49.1% |
| 5Y | +74.6% | +47.1% | +27.4% | +43.5% |
| 10Y | +224.0% | +121.0% | +103.1% | +134.9% |
| All | +224.0% | +117.6% | +106.4% | +134.9% |
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