+19.8%
SRE vs AS
+123.4%
-103.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +1.8% | -4.9% | +6.6% | +2.1% |
| 30D | -3.0% | +3.9% | -6.9% | -3.3% |
| 3M | -7.3% | -9.6% | +2.3% | -6.8% |
| 6M | -11.9% | -8.7% | -3.2% | -11.7% |
| YTD | -7.9% | -19.8% | +12.0% | -7.0% |
| 1Y | -11.1% | -1.5% | -9.6% | -11.9% |
| All | +19.8% | +123.4% | -103.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling