+43.6%
EEM vs SRE
+46.9%
-3.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +2.4% | -1.7% | +4.1% | +2.6% |
| 3M | +4.2% | -7.1% | +11.2% | +5.4% |
| 6M | +14.8% | -8.4% | +23.1% | +16.3% |
| YTD | +23.1% | -3.5% | +26.6% | +23.4% |
| 1Y | +32.5% | +5.4% | +27.2% | +30.3% |
| 3Y | +85.9% | +29.5% | +56.4% | +69.9% |
| 5Y | +43.6% | +48.3% | -4.7% | +27.6% |
| All | +43.6% | +46.9% | -3.3% | +27.6% |
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