+49.4%
SRE vs APTV
-77.5%
+126.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.8% | -1.7% | +3.5% | +2.0% |
| 30D | -3.0% | -11.6% | +8.6% | -1.5% |
| 3M | -7.3% | -21.2% | +13.9% | -4.6% |
| 6M | -11.9% | -28.5% | +16.6% | -8.9% |
| YTD | -7.9% | -49.1% | +41.2% | -0.4% |
| 1Y | -11.1% | -52.2% | +41.0% | -3.1% |
| 3Y | +24.8% | -48.6% | +73.4% | +31.5% |
| All | +49.4% | -77.5% | +126.9% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling