+49.2%
SRE vs APD
+26.2%
+23.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.4% | -2.5% | +3.9% | +2.1% |
| 30D | +1.9% | -1.9% | +3.8% | +2.3% |
| 3M | -3.3% | +8.2% | -11.5% | -5.6% |
| 6M | -6.4% | +10.7% | -17.2% | -9.3% |
| YTD | -1.8% | +22.9% | -24.7% | -7.7% |
| 1Y | +10.7% | +5.8% | +5.0% | +8.2% |
| 3Y | +31.8% | +7.8% | +24.0% | +25.7% |
| 5Y | +49.2% | +26.1% | +23.1% | +30.5% |
| All | +49.2% | +26.2% | +23.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling