+20.2%
SRE vs AS
+133.7%
-113.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.6% |
| 7D | -7.1% | +7.1% | -14.2% | -7.5% |
| 30D | -0.2% | +12.8% | -13.0% | -1.0% |
| 3M | -4.9% | -14.7% | +9.8% | -4.0% |
| 6M | -14.1% | -9.9% | -4.1% | -13.8% |
| YTD | -7.5% | -16.1% | +8.6% | -6.9% |
| 1Y | -11.0% | +0.2% | -11.1% | -11.8% |
| All | +20.2% | +133.7% | -113.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling