+116.7%
SRE vs AMC
-98.6%
+215.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.7% |
| 7D | -8.4% | +6.6% | -15.0% | -8.4% |
| 30D | -3.2% | +14.1% | -17.3% | -3.3% |
| 3M | -5.3% | +31.3% | -36.6% | -5.6% |
| 6M | -12.6% | +126.7% | -139.3% | -13.6% |
| YTD | -8.8% | +117.9% | -126.7% | -9.9% |
| 1Y | -13.4% | +41.1% | -54.5% | -14.1% |
| 3Y | +24.4% | -61.0% | +85.4% | +24.3% |
| 5Y | +47.3% | -99.1% | +146.5% | +50.7% |
| 10Y | +116.7% | -98.7% | +215.3% | +91.3% |
| All | +116.7% | -98.6% | +215.3% | +91.3% |
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