+5.3%
SRE vs APTV
-39.9%
+45.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -0.3% | +4.8% | -5.1% | -0.5% |
| 30D | -0.7% | +2.0% | -2.7% | -0.9% |
| 3M | -6.3% | -34.2% | +27.9% | -4.6% |
| 6M | -10.7% | -34.7% | +24.0% | -9.0% |
| YTD | -3.5% | -37.0% | +33.5% | -2.1% |
| 1Y | +5.3% | -40.4% | +45.7% | +7.9% |
| All | +5.3% | -39.9% | +45.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling