+1,423.6%
SRE vs TAP
+286.2%
+1,137.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -6.3% | +5.3% | +0.6% |
| 30D | -4.1% | +2.7% | -6.8% | -5.0% |
| 3M | -7.3% | -3.7% | -3.6% | -6.8% |
| 6M | -14.1% | -2.0% | -12.1% | -14.3% |
| YTD | -8.5% | -12.3% | +3.8% | -6.4% |
| 1Y | -12.0% | -10.1% | -1.9% | -10.7% |
| 3Y | +23.4% | -25.3% | +48.6% | +30.1% |
| 5Y | +51.3% | -1.9% | +53.3% | +46.6% |
| 10Y | +126.3% | -47.8% | +174.1% | +144.1% |
| All | +1,423.6% | +286.2% | +1,137.4% | +913.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling