+50.5%
SRE vs TAP
+1.8%
+48.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -5.6% | -8.0% | +2.4% | -3.8% |
| 30D | -4.5% | +4.1% | -8.5% | -5.5% |
| 3M | -7.7% | -4.4% | -3.4% | -7.1% |
| 6M | -14.4% | -1.9% | -12.5% | -14.6% |
| YTD | -9.4% | -12.1% | +2.7% | -7.5% |
| 1Y | -13.8% | -12.0% | -1.8% | -12.2% |
| 3Y | +22.2% | -25.0% | +47.2% | +29.5% |
| 5Y | +50.5% | -1.1% | +51.5% | +44.2% |
| All | +50.5% | +1.8% | +48.7% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling