+641.7%
AMZN vs SRE
+127.7%
+514.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.8% | +1.8% | +1.1% | +2.4% |
| 30D | +5.0% | -3.0% | +7.9% | +5.5% |
| 3M | +0.6% | -7.3% | +7.8% | +2.1% |
| 6M | -1.3% | -11.9% | +10.6% | +1.2% |
| YTD | +15.5% | -7.9% | +23.4% | +16.8% |
| 1Y | +12.2% | -11.1% | +23.4% | +14.5% |
| 3Y | +87.0% | +24.8% | +62.2% | +70.9% |
| 5Y | +51.3% | +52.4% | -1.1% | +33.0% |
| All | +641.7% | +127.7% | +514.0% | +504.6% |
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