+856.1%
EEM vs SRE
+1,301.5%
-445.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | +3.1% | +1.4% | +1.6% | +2.3% |
| 30D | +4.9% | +1.9% | +3.0% | +3.4% |
| 3M | +5.2% | -3.3% | +8.5% | +6.5% |
| 6M | +20.7% | -6.4% | +27.1% | +23.8% |
| YTD | +26.5% | -1.8% | +28.3% | +25.9% |
| 1Y | +37.8% | +10.7% | +27.1% | +27.7% |
| 3Y | +91.0% | +31.8% | +59.2% | +51.5% |
| 5Y | +47.0% | +49.2% | -2.2% | +4.0% |
| 10Y | +125.6% | +118.5% | +7.0% | +6.1% |
| All | +856.1% | +1,301.5% | -445.5% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling