+45.5%
AMZN vs SRE
+48.7%
-3.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | -9.2% | +0.8% | -10.1% | -9.5% |
| 3M | +3.4% | -5.8% | +9.1% | +4.7% |
| 6M | +18.2% | -7.8% | +26.0% | +20.2% |
| YTD | +9.3% | -2.4% | +11.7% | +9.2% |
| 1Y | +5.9% | +8.9% | -3.0% | +2.2% |
| 3Y | +82.6% | +31.1% | +51.5% | +57.0% |
| All | +45.5% | +48.7% | -3.1% | +26.0% |
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 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