+5.3%
SRE vs AGI
+17.6%
-12.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -0.7% | +18.2% | -19.0% | -1.0% |
| 3M | -6.3% | -4.1% | -2.2% | -6.0% |
| 6M | -10.7% | -28.7% | +18.1% | -9.4% |
| YTD | -3.5% | -4.0% | +0.5% | -3.4% |
| 1Y | +5.3% | +17.4% | -12.1% | +3.5% |
| All | +5.3% | +17.6% | -12.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling