+124.1%
SRE vs APA
+4.1%
+120.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.7% |
| 7D | -5.6% | +5.1% | -10.7% | -6.3% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -7.7% | +15.6% | -23.4% | -9.8% |
| 6M | -14.4% | +28.9% | -43.3% | -17.9% |
| YTD | -9.4% | +96.6% | -105.9% | -18.6% |
| 1Y | -13.8% | +95.5% | -109.4% | -22.6% |
| 3Y | +22.2% | +41.8% | -19.6% | +11.8% |
| 5Y | +50.5% | +85.4% | -35.0% | +29.1% |
| 10Y | +124.1% | +4.5% | +119.5% | +63.4% |
| All | +124.1% | +4.1% | +120.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling