+120.0%
SRE vs APA
-2.8%
+122.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -1.7% | +9.6% | -11.4% | -3.0% |
| 3M | -7.1% | +18.0% | -25.1% | -9.4% |
| 6M | -8.4% | +41.9% | -50.2% | -13.4% |
| YTD | -3.5% | +86.3% | -89.8% | -12.4% |
| 1Y | +5.4% | +97.9% | -92.5% | -5.4% |
| 3Y | +29.5% | +12.8% | +16.7% | +22.5% |
| 5Y | +48.3% | +177.2% | -128.9% | +20.7% |
| All | +120.0% | -2.8% | +122.8% | +58.1% |
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