+565.7%
AMZN vs SRE
+122.3%
+443.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -0.7% | -0.8% | +0.2% | -0.5% |
| 30D | -3.9% | -3.0% | -0.9% | -3.3% |
| 3M | +6.3% | -8.3% | +14.6% | +8.3% |
| 6M | +20.8% | -8.9% | +29.7% | +23.0% |
| YTD | +11.2% | -4.3% | +15.5% | +11.7% |
| 1Y | +11.7% | +2.7% | +8.9% | +10.0% |
| 3Y | +79.4% | +28.7% | +50.8% | +62.8% |
| 5Y | +48.0% | +47.1% | +0.9% | +30.8% |
| All | +565.7% | +122.3% | +443.3% | +424.4% |
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