+22.7%
SRE vs TAP
-24.3%
+47.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -5.6% | -8.0% | +2.4% | -4.1% |
| 30D | -4.5% | +4.1% | -8.5% | -5.4% |
| 3M | -7.7% | -4.4% | -3.4% | -7.1% |
| 6M | -14.4% | -1.9% | -12.5% | -14.5% |
| YTD | -9.4% | -12.1% | +2.7% | -7.7% |
| 1Y | -13.8% | -12.0% | -1.8% | -12.4% |
| All | +22.7% | -24.3% | +47.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling