+31.2%
SRE vs ATI
+358.3%
-327.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.5% | +2.4% | -0.9% | +1.2% |
| 30D | +0.8% | -9.5% | +10.3% | +1.9% |
| 3M | -5.8% | +10.4% | -16.2% | -7.1% |
| 6M | -7.8% | +31.8% | -39.6% | -11.4% |
| YTD | -2.4% | +80.0% | -82.3% | -10.0% |
| 1Y | +8.9% | +175.8% | -166.9% | -5.3% |
| All | +31.2% | +358.3% | -327.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling