+408.8%
SRE vs APTV
+194.6%
+214.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | -0.3% | +4.8% | -5.1% | -1.1% |
| 30D | -0.7% | +2.0% | -2.7% | -1.2% |
| 3M | -6.3% | -34.2% | +27.9% | -0.2% |
| 6M | -10.7% | -34.7% | +24.0% | -5.3% |
| YTD | -3.5% | -37.0% | +33.5% | +2.7% |
| 1Y | +5.3% | -40.4% | +45.7% | +12.9% |
| 3Y | +31.8% | -54.1% | +85.9% | +44.5% |
| 5Y | +47.4% | -68.0% | +115.4% | +67.7% |
| 10Y | +120.6% | -15.5% | +136.1% | +99.2% |
| All | +408.8% | +194.6% | +214.2% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling