+1,409.0%
SRE vs APD
+1,610.4%
-201.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -5.6% | -1.2% | -4.5% | -5.3% |
| 30D | -4.5% | +11.0% | -15.5% | -7.7% |
| 3M | -7.7% | +2.6% | -10.3% | -8.6% |
| 6M | -14.4% | +4.8% | -19.3% | -16.2% |
| YTD | -9.4% | +31.0% | -40.4% | -18.0% |
| 1Y | -13.8% | +23.4% | -37.2% | -20.6% |
| 3Y | +22.2% | +28.4% | -6.2% | +8.7% |
| 5Y | +50.5% | +15.2% | +35.3% | +36.5% |
| 10Y | +124.1% | +190.7% | -66.6% | +47.2% |
| All | +1,409.0% | +1,610.4% | -201.5% | +470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling