+128.5%
SRE vs AMC
-98.8%
+227.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | -1.1% | +8.4% | -9.5% | -1.2% |
| 30D | -4.1% | +9.2% | -13.3% | -4.2% |
| 3M | -7.3% | +32.0% | -39.3% | -7.6% |
| 6M | -14.1% | +149.3% | -163.4% | -15.2% |
| YTD | -8.5% | +114.1% | -122.6% | -9.7% |
| 1Y | -12.0% | +35.8% | -47.8% | -12.6% |
| 3Y | +23.4% | -58.3% | +81.7% | +23.2% |
| 5Y | +51.3% | -99.2% | +150.5% | +54.8% |
| All | +128.5% | -98.8% | +227.3% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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