+430.8%
SRE vs AG
+288.7%
+142.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.1% |
| 7D | -8.2% | +6.0% | -14.1% | -8.6% |
| 30D | -3.6% | -13.5% | +9.9% | -2.9% |
| 3M | -6.3% | -20.7% | +14.4% | -5.1% |
| 6M | -13.0% | -31.5% | +18.5% | -11.5% |
| YTD | -9.2% | -10.1% | +0.9% | -10.2% |
| 1Y | -13.1% | +26.0% | -39.1% | -16.2% |
| 3Y | +22.4% | +228.9% | -206.5% | +7.6% |
| 5Y | +47.1% | +8.7% | +38.5% | +36.8% |
| 10Y | +121.0% | +71.9% | +49.1% | +88.2% |
| All | +430.8% | +288.7% | +142.1% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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