+130.2%
SRE vs APD
+191.9%
-61.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | +3.8% | -2.1% | +0.3% |
| 30D | -3.0% | +8.2% | -11.2% | -5.8% |
| 3M | -7.3% | +4.3% | -11.5% | -8.8% |
| 6M | -11.9% | +4.7% | -16.6% | -13.9% |
| YTD | -7.9% | +31.5% | -39.4% | -17.9% |
| 1Y | -11.1% | +23.5% | -34.7% | -19.1% |
| 3Y | +24.8% | +29.1% | -4.3% | +8.2% |
| 5Y | +52.4% | +15.9% | +36.5% | +35.4% |
| All | +130.2% | +191.9% | -61.7% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling