+1,507.0%
SRE vs AZO
+8,766.1%
-7,259.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | -1.7% | -5.3% | +3.6% | -0.5% |
| 3M | -7.1% | -7.3% | +0.3% | -5.7% |
| 6M | -8.4% | -22.7% | +14.3% | -3.3% |
| YTD | -3.5% | -15.0% | +11.5% | -0.7% |
| 1Y | +5.4% | -32.2% | +37.6% | +14.3% |
| 3Y | +29.5% | +10.0% | +19.5% | +23.8% |
| 5Y | +48.3% | +85.8% | -37.5% | +23.3% |
| 10Y | +123.5% | +298.9% | -175.4% | +52.2% |
| All | +1,507.0% | +8,766.1% | -7,259.1% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling