+2,228.1%
SRE vs ATI
+957.9%
+1,270.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.3% |
| 7D | +1.8% | +4.2% | -2.4% | +1.1% |
| 30D | -3.0% | -2.5% | -0.5% | -2.9% |
| 3M | -7.3% | -19.4% | +12.2% | -4.6% |
| 6M | -11.9% | +11.1% | -23.0% | -14.1% |
| YTD | -7.9% | +59.5% | -67.4% | -15.5% |
| 1Y | -11.1% | +85.8% | -96.9% | -20.4% |
| 3Y | +24.8% | +311.9% | -287.1% | -3.9% |
| 5Y | +52.4% | +963.2% | -910.9% | -0.9% |
| 10Y | +127.9% | +977.6% | -849.8% | +32.4% |
| All | +2,228.1% | +957.9% | +1,270.1% | +930.4% |
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