+56.8%
SAP vs SRE
+51.2%
+5.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +2.6% | +1.9% | +0.7% | +2.1% |
| 3M | +16.3% | -3.3% | +19.5% | +16.6% |
| 6M | +6.4% | -6.4% | +12.8% | +7.2% |
| YTD | -11.4% | -1.8% | -9.6% | -11.9% |
| 1Y | -20.4% | +10.7% | -31.2% | -23.3% |
| 3Y | +56.5% | +31.8% | +24.7% | +38.1% |
| 5Y | +56.8% | +49.2% | +7.6% | +30.0% |
| All | +56.8% | +51.2% | +5.6% | +30.0% |
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 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