+170.1%
AMAT vs SRE
+22.5%
+147.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +7.0% | -5.6% | +12.6% | +8.2% |
| 30D | -20.6% | -4.5% | -16.1% | -19.9% |
| 3M | -24.8% | -7.7% | -17.0% | -23.7% |
| 6M | -10.7% | -14.4% | +3.7% | -8.4% |
| YTD | +54.3% | -9.4% | +63.7% | +56.9% |
| 1Y | +73.7% | -13.8% | +87.6% | +78.0% |
| All | +170.1% | +22.5% | +147.6% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling