+247.2%
AMAT vs SRE
+47.8%
+199.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -14.8% | -0.7% | -14.1% | -14.7% |
| 3M | -9.3% | -6.3% | -3.0% | -7.8% |
| 6M | +27.4% | -10.7% | +38.0% | +31.1% |
| YTD | +77.6% | -3.5% | +81.0% | +78.6% |
| 1Y | +188.9% | +5.3% | +183.6% | +182.8% |
| 3Y | +202.3% | +31.8% | +170.5% | +163.4% |
| All | +247.2% | +47.8% | +199.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling