+7,594.5%
EW vs SRE
+2,123.6%
+5,470.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +4.9% | -1.1% | +6.0% | +5.3% |
| 30D | +24.1% | -4.1% | +28.2% | +25.6% |
| 3M | +13.7% | -7.3% | +21.0% | +16.1% |
| 6M | +32.7% | -14.1% | +46.8% | +38.7% |
| YTD | +24.1% | -8.5% | +32.6% | +26.5% |
| 1Y | +23.6% | -12.0% | +35.6% | +27.6% |
| 3Y | +64.8% | +23.4% | +41.4% | +48.8% |
| 5Y | -8.8% | +51.3% | -60.1% | -23.7% |
| 10Y | +248.8% | +126.3% | +122.5% | +151.8% |
| All | +7,594.5% | +2,123.6% | +5,470.9% | +2,599.8% |
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