+18.2%
EFA vs SRE
+4.6%
+13.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -1.7% | -3.0% | +1.3% | -1.4% |
| 3M | +3.5% | -8.3% | +11.8% | +4.6% |
| 6M | +9.5% | -8.9% | +18.4% | +10.7% |
| YTD | +12.9% | -4.3% | +17.1% | +13.4% |
| 1Y | +18.2% | +2.7% | +15.5% | +18.4% |
| All | +18.2% | +4.6% | +13.6% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling