+464.4%
SRE vs AG
+445.6%
+18.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.5% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | -0.7% | +19.2% | -19.9% | -2.0% |
| 3M | -6.3% | +6.2% | -12.5% | -7.1% |
| 6M | -10.7% | -26.7% | +16.0% | -9.6% |
| YTD | -3.5% | +26.1% | -29.6% | -6.4% |
| 1Y | +5.3% | +131.7% | -126.4% | -2.7% |
| 3Y | +31.8% | +255.3% | -223.6% | +15.3% |
| 5Y | +47.4% | +61.9% | -14.6% | +33.6% |
| 10Y | +120.6% | +72.0% | +48.5% | +87.9% |
| All | +464.4% | +445.6% | +18.8% | +232.0% |
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