+20.6%
ABNB vs SRE
+58.7%
-38.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | -2.0% | +1.9% | -3.9% | -2.5% |
| 3M | +29.8% | -3.3% | +33.1% | +30.5% |
| 6M | +31.0% | -6.4% | +37.4% | +32.4% |
| YTD | +28.6% | -1.8% | +30.4% | +27.9% |
| 1Y | +40.1% | +10.7% | +29.3% | +34.0% |
| 3Y | +19.7% | +31.8% | -12.1% | +5.6% |
| 5Y | +6.5% | +49.2% | -42.7% | -3.3% |
| All | +20.6% | +58.7% | -38.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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