+128.5%
SRE vs APA
+7.0%
+121.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.1% | +9.6% | -10.7% | -2.3% |
| 30D | -4.1% | -0.2% | -3.9% | -4.2% |
| 3M | -7.3% | +19.8% | -27.1% | -9.8% |
| 6M | -14.1% | +30.1% | -44.2% | -17.7% |
| YTD | -8.5% | +100.4% | -108.9% | -18.0% |
| 1Y | -12.0% | +105.2% | -117.2% | -21.5% |
| 3Y | +23.4% | +44.6% | -21.2% | +12.6% |
| 5Y | +51.3% | +88.8% | -37.5% | +29.5% |
| All | +128.5% | +7.0% | +121.6% | +66.2% |
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