+1,507.7%
SRE vs APA
+368.9%
+1,138.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -0.7% | +23.4% | -24.1% | -4.5% |
| 3M | -6.3% | +12.7% | -19.0% | -8.6% |
| 6M | -10.7% | +39.4% | -50.1% | -16.6% |
| YTD | -3.5% | +79.0% | -82.4% | -14.1% |
| 1Y | +5.3% | +88.8% | -83.5% | -7.6% |
| 3Y | +31.8% | +6.4% | +25.4% | +24.3% |
| 5Y | +47.4% | +153.0% | -105.6% | +13.7% |
| 10Y | +120.6% | +7.5% | +113.0% | +61.4% |
| All | +1,507.7% | +368.9% | +1,138.9% | +819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling