+449.7%
SAP vs SRE
+1,525.5%
-1,075.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +14.9% | -6.3% | +21.3% | +17.0% |
| 6M | +11.9% | -10.7% | +22.5% | +15.4% |
| YTD | -9.9% | -3.5% | -6.4% | -9.9% |
| 1Y | -19.5% | +5.3% | -24.8% | -22.2% |
| 3Y | +61.8% | +31.8% | +30.0% | +39.7% |
| 5Y | +56.2% | +47.4% | +8.8% | +27.7% |
| 10Y | +180.6% | +120.6% | +60.0% | +88.2% |
| All | +449.7% | +1,525.5% | -1,075.8% | +66.9% |
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 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