+126.1%
SRE vs APD
+162.9%
-36.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +1.5% | -4.6% | +6.0% | +3.2% |
| 30D | +0.8% | -4.2% | +5.0% | +2.3% |
| 3M | -5.8% | +5.0% | -10.8% | -8.0% |
| 6M | -7.8% | +8.9% | -16.7% | -11.4% |
| YTD | -2.4% | +21.9% | -24.3% | -10.4% |
| 1Y | +8.9% | +5.6% | +3.3% | +5.1% |
| 3Y | +31.1% | +6.9% | +24.2% | +22.3% |
| 5Y | +48.6% | +25.3% | +23.3% | +25.7% |
| 10Y | +126.1% | +169.1% | -42.9% | +46.1% |
| All | +126.1% | +162.9% | -36.8% | +46.1% |
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