+52.7%
EFA vs SRE
+45.6%
+7.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -1.7% | -3.0% | +1.3% | -1.0% |
| 3M | +3.5% | -8.3% | +11.8% | +5.6% |
| 6M | +9.5% | -8.9% | +18.4% | +11.7% |
| YTD | +12.9% | -4.3% | +17.1% | +13.5% |
| 1Y | +18.2% | +2.7% | +15.5% | +16.5% |
| 3Y | +64.8% | +28.7% | +36.2% | +45.9% |
| All | +52.7% | +45.6% | +7.1% | +29.5% |
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 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