+513.6%
EWT vs SRE
+122.3%
+391.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +4.5% | -3.0% | +7.5% | +5.1% |
| 3M | +8.3% | -8.3% | +16.6% | +10.4% |
| 6M | +54.2% | -8.9% | +63.1% | +57.2% |
| YTD | +74.6% | -4.3% | +78.8% | +75.6% |
| 1Y | +84.9% | +2.7% | +82.2% | +82.5% |
| 3Y | +197.5% | +28.7% | +168.9% | +171.1% |
| 5Y | +150.6% | +47.1% | +103.4% | +118.1% |
| All | +513.6% | +122.3% | +391.3% | +364.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling