+49.2%
SRE vs APA
+156.3%
-107.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | +1.9% | +15.7% | -13.8% | -0.3% |
| 3M | -3.3% | +16.5% | -19.7% | -5.6% |
| 6M | -6.4% | +35.1% | -41.5% | -11.2% |
| YTD | -1.8% | +82.2% | -84.0% | -11.3% |
| 1Y | +10.7% | +102.5% | -91.7% | -2.0% |
| 3Y | +31.8% | +10.3% | +21.5% | +24.1% |
| 5Y | +49.2% | +166.1% | -116.9% | +19.9% |
| All | +49.2% | +156.3% | -107.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling