+22.7%
SRE vs ATI
+328.8%
-306.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | -5.6% | +4.7% | -10.4% | -6.1% |
| 30D | -4.5% | -0.2% | -4.2% | -4.6% |
| 3M | -7.7% | -18.5% | +10.8% | -5.9% |
| 6M | -14.4% | +16.4% | -30.8% | -16.5% |
| YTD | -9.4% | +63.4% | -72.8% | -15.6% |
| 1Y | -13.8% | +91.5% | -105.4% | -21.4% |
| All | +22.7% | +328.8% | -306.1% | -1.5% |
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