+2,339.3%
SRE vs ATI
+1,117.2%
+1,222.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.1% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -0.7% | +2.7% | -3.4% | -1.3% |
| 3M | -6.3% | +16.3% | -22.6% | -8.8% |
| 6M | -10.7% | +30.2% | -40.8% | -14.9% |
| YTD | -3.5% | +83.6% | -87.0% | -13.0% |
| 1Y | +5.3% | +173.0% | -167.7% | -11.0% |
| 3Y | +31.8% | +356.6% | -324.9% | +0.1% |
| 5Y | +47.4% | +1,074.2% | -1,026.8% | -5.5% |
| 10Y | +120.6% | +1,136.2% | -1,015.7% | +25.2% |
| All | +2,339.3% | +1,117.2% | +1,222.1% | +961.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling