+1,425.2%
AMAT vs SRE
+120.6%
+1,304.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +7.0% | -5.6% | +12.6% | +9.5% |
| 30D | -20.6% | -4.5% | -16.1% | -19.2% |
| 3M | -24.8% | -7.7% | -17.0% | -22.6% |
| 6M | -10.7% | -14.4% | +3.7% | -5.7% |
| YTD | +54.3% | -9.4% | +63.7% | +59.1% |
| 1Y | +73.7% | -13.8% | +87.6% | +82.6% |
| 3Y | +168.4% | +22.2% | +146.2% | +135.3% |
| 5Y | +167.6% | +50.5% | +117.1% | +111.0% |
| 10Y | +1,425.2% | +124.1% | +1,301.1% | +1,017.0% |
| All | +1,425.2% | +120.6% | +1,304.6% | +1,017.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling