-10.7%
SRE vs APD
+11.5%
-22.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | -6.3% | +7.2% | -13.5% | -6.9% |
| 6M | -10.7% | +11.2% | -21.9% | -12.1% |
| All | -10.7% | +11.5% | -22.2% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling