+8.9%
SRE vs TAP
-19.6%
+28.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.5% | -5.1% | +6.5% | +1.8% |
| 30D | +0.8% | -8.4% | +9.3% | +1.4% |
| 3M | -5.8% | -3.9% | -1.9% | -5.7% |
| 6M | -7.8% | -14.4% | +6.6% | -7.3% |
| YTD | -2.4% | -14.7% | +12.4% | -1.7% |
| 1Y | +8.9% | -18.7% | +27.6% | +11.2% |
| All | +8.9% | -19.6% | +28.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling