-7.7%
SRE vs ATI
+86.4%
-94.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -2.1% | +8.3% | -10.4% | -2.5% |
| 30D | +6.1% | -7.3% | +13.3% | +6.5% |
| 3M | -3.5% | -10.5% | +7.0% | -3.1% |
| 6M | -10.8% | +16.4% | -27.2% | -13.1% |
| YTD | -4.0% | +56.1% | -60.0% | -13.4% |
| 1Y | -7.7% | +86.5% | -94.2% | -21.0% |
| All | -7.7% | +86.4% | -94.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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