+1,408.0%
SRE vs APD
+1,543.6%
-135.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -9.2% | -3.7% | -5.5% | -8.0% |
| 30D | -1.9% | +9.6% | -11.5% | -4.8% |
| 3M | -6.5% | +1.6% | -8.2% | -7.2% |
| 6M | -15.2% | +2.2% | -17.4% | -16.3% |
| YTD | -9.5% | +25.9% | -35.3% | -16.9% |
| 1Y | -13.2% | +20.1% | -33.3% | -19.3% |
| 3Y | +19.5% | +12.4% | +7.1% | +10.8% |
| 5Y | +43.6% | +11.1% | +32.4% | +31.8% |
| 10Y | +109.9% | +190.1% | -80.2% | +38.0% |
| All | +1,408.0% | +1,543.6% | -135.6% | +478.0% |
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