+506.7%
SAP vs SRE
+1,436.4%
-929.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.6% | -8.4% | +10.0% | +4.7% |
| 30D | +10.5% | -3.2% | +13.7% | +11.7% |
| 3M | +15.2% | -5.3% | +20.5% | +17.0% |
| 6M | +36.7% | -12.6% | +49.3% | +42.1% |
| YTD | -0.6% | -8.8% | +8.2% | +1.3% |
| 1Y | -4.1% | -13.4% | +9.3% | -0.5% |
| 3Y | +73.2% | +24.4% | +48.9% | +52.6% |
| 5Y | +74.1% | +47.3% | +26.8% | +42.0% |
| 10Y | +222.9% | +116.7% | +106.3% | +117.7% |
| All | +506.7% | +1,436.4% | -929.6% | +87.6% |
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