+18.6%
SRE vs ADVB
-97.5%
+116.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.1% |
| 7D | -9.2% | -13.9% | +4.7% | -9.0% |
| 30D | -1.9% | -68.1% | +66.2% | -0.8% |
| 3M | -6.5% | -73.4% | +66.8% | -5.3% |
| 6M | -15.2% | -70.8% | +55.6% | -14.3% |
| YTD | -9.5% | -66.1% | +56.6% | -9.2% |
| 1Y | -13.2% | -77.5% | +64.3% | -12.1% |
| All | +18.6% | -97.5% | +116.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling