+17.7%
SRE vs AS
+134.9%
-117.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -9.2% | +6.9% | -16.1% | -9.6% |
| 30D | -1.9% | +16.0% | -17.9% | -2.9% |
| 3M | -6.5% | -12.8% | +6.3% | -5.8% |
| 6M | -15.2% | -15.4% | +0.1% | -14.5% |
| YTD | -9.5% | -15.7% | +6.3% | -8.9% |
| 1Y | -13.2% | +6.1% | -19.3% | -14.4% |
| All | +17.7% | +134.9% | -117.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling