-29.4%
EW vs SRE
+48.6%
-78.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | +1.5% | -6.6% | -5.5% |
| 30D | -6.4% | +0.8% | -7.2% | -6.8% |
| 3M | -1.6% | -5.8% | +4.2% | 0.0% |
| 6M | +2.3% | -7.8% | +10.1% | +4.2% |
| YTD | +1.1% | -2.4% | +3.4% | +0.9% |
| 1Y | +8.0% | +8.9% | -0.9% | +3.7% |
| 3Y | +16.3% | +31.1% | -14.7% | +0.6% |
| 5Y | -29.4% | +48.6% | -78.0% | -44.2% |
| All | -29.4% | +48.6% | -78.0% | -44.2% |
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 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