+1,381.9%
SRE vs AGI
+5,453.2%
-4,071.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | +1.5% | +2.2% | -0.8% | +1.4% |
| 30D | +0.8% | +11.3% | -10.4% | +0.3% |
| 3M | -5.8% | +5.6% | -11.4% | -6.2% |
| 6M | -7.8% | -27.7% | +19.9% | -6.8% |
| YTD | -2.4% | -4.1% | +1.7% | -2.7% |
| 1Y | +8.9% | +13.8% | -4.9% | +7.5% |
| 3Y | +31.1% | +217.0% | -186.0% | +23.0% |
| 5Y | +48.6% | +404.3% | -355.7% | +36.1% |
| 10Y | +126.1% | +400.5% | -274.4% | +102.3% |
| All | +1,381.9% | +5,453.2% | -4,071.2% | +1,037.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling