+19.5%
SRE vs ADVB
-97.4%
+116.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.7% |
| 7D | -8.4% | -1.2% | -7.2% | -8.4% |
| 30D | -3.2% | -61.4% | +58.2% | -2.3% |
| 3M | -5.3% | -67.8% | +62.5% | -4.3% |
| 6M | -12.6% | -66.9% | +54.3% | -11.8% |
| YTD | -8.8% | -64.9% | +56.1% | -8.5% |
| 1Y | -13.4% | -74.8% | +61.3% | -12.5% |
| All | +19.5% | -97.4% | +116.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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