+2.7%
SRE vs ATI
+159.9%
-157.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | -5.6% | +4.8% | -0.5% |
| 30D | -3.0% | -13.7% | +10.7% | -2.3% |
| 3M | -8.3% | -0.4% | -7.9% | -8.4% |
| 6M | -8.9% | +26.2% | -35.1% | -10.9% |
| YTD | -4.3% | +73.2% | -77.5% | -8.6% |
| 1Y | +2.7% | +161.6% | -158.9% | -2.1% |
| All | +2.7% | +159.9% | -157.2% | -2.1% |
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