+45.5%
SRE vs AZO
+85.8%
-40.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | -3.6% | +2.7% | -0.2% |
| 30D | -3.0% | -5.6% | +2.5% | -2.0% |
| 3M | -8.3% | -6.6% | -1.7% | -7.4% |
| 6M | -8.9% | -22.5% | +13.6% | -4.7% |
| YTD | -4.3% | -15.2% | +10.9% | -2.0% |
| 1Y | +2.7% | -33.9% | +36.7% | +11.1% |
| 3Y | +28.7% | +11.8% | +16.9% | +21.9% |
| All | +45.5% | +85.8% | -40.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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