+1,507.7%
SRE vs APD
+1,524.3%
-16.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.5% |
| 3M | -6.3% | +7.2% | -13.5% | -8.9% |
| 6M | -10.7% | +11.2% | -21.9% | -14.3% |
| YTD | -3.5% | +24.4% | -27.9% | -11.0% |
| 1Y | +5.3% | +6.7% | -1.4% | +1.7% |
| 3Y | +31.8% | +9.2% | +22.5% | +23.4% |
| 5Y | +47.4% | +27.4% | +20.0% | +29.0% |
| 10Y | +120.6% | +164.8% | -44.3% | +49.3% |
| All | +1,507.7% | +1,524.3% | -16.6% | +519.0% |
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