+126.1%
SRE vs TAP
-51.4%
+177.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.5% | -5.1% | +6.5% | +3.0% |
| 30D | +0.8% | -8.4% | +9.3% | +3.3% |
| 3M | -5.8% | -3.9% | -1.9% | -5.1% |
| 6M | -7.8% | -14.4% | +6.6% | -4.1% |
| YTD | -2.4% | -14.7% | +12.4% | +1.3% |
| 1Y | +8.9% | -18.7% | +27.6% | +14.2% |
| 3Y | +31.1% | -32.6% | +63.7% | +44.2% |
| 5Y | +48.6% | -1.4% | +50.0% | +41.9% |
| 10Y | +126.1% | -50.4% | +176.5% | +139.4% |
| All | +126.1% | -51.4% | +177.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling