-7.7%
SRE vs APD
+36.4%
-44.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.1% |
| 7D | -2.1% | +3.8% | -5.9% | -2.5% |
| 30D | +6.1% | +14.1% | -8.0% | +4.6% |
| 3M | -3.5% | +8.2% | -11.7% | -4.5% |
| 6M | -10.8% | +7.5% | -18.3% | -11.5% |
| YTD | -4.0% | +31.7% | -35.6% | -8.0% |
| 1Y | -7.7% | +35.1% | -42.7% | -11.6% |
| All | -7.7% | +36.4% | -44.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling