+387.6%
EFA vs SRE
+1,329.4%
-941.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.5% | +1.5% | -1.9% | -1.1% |
| 30D | -1.3% | +0.8% | -2.2% | -2.0% |
| 3M | +5.2% | -5.8% | +11.0% | +7.6% |
| 6M | +9.4% | -7.8% | +17.2% | +12.6% |
| YTD | +12.7% | -2.4% | +15.1% | +12.9% |
| 1Y | +19.3% | +8.9% | +10.4% | +13.3% |
| 3Y | +66.3% | +31.1% | +35.2% | +39.8% |
| 5Y | +53.4% | +48.6% | +4.7% | +19.3% |
| 10Y | +144.4% | +126.1% | +18.3% | +43.1% |
| All | +387.6% | +1,329.4% | -941.8% | +25.2% |
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