+7,692.7%
EW vs SRE
+2,139.4%
+5,553.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +4.9% | +1.8% | +3.2% | +4.3% |
| 30D | +23.9% | -3.0% | +26.9% | +25.0% |
| 3M | +15.8% | -7.3% | +23.0% | +18.2% |
| 6M | +31.7% | -11.9% | +43.5% | +36.5% |
| YTD | +25.7% | -7.9% | +33.6% | +27.9% |
| 1Y | +24.4% | -11.1% | +35.6% | +28.1% |
| 3Y | +65.9% | +24.8% | +41.1% | +49.2% |
| 5Y | -7.6% | +52.4% | -60.0% | -22.9% |
| 10Y | +253.2% | +127.9% | +125.3% | +154.4% |
| All | +7,692.7% | +2,139.4% | +5,553.3% | +2,628.0% |
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