-12.7%
SRE vs AS
+8.1%
-20.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.7% |
| 7D | -8.4% | +5.8% | -14.2% | -8.4% |
| 30D | -3.2% | +15.4% | -18.5% | -3.3% |
| 3M | -5.3% | -11.9% | +6.6% | -5.2% |
| 6M | -12.6% | -9.9% | -2.7% | -12.7% |
| YTD | -8.8% | -13.1% | +4.3% | -9.7% |
| All | -12.7% | +8.1% | -20.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling