+591.5%
EWT vs SRE
+2,137.5%
-1,546.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.1% | +1.5% | +0.7% | +1.6% |
| 30D | +9.4% | +0.8% | +8.5% | +8.8% |
| 3M | +10.9% | -5.8% | +16.7% | +13.0% |
| 6M | +57.9% | -7.8% | +65.7% | +61.7% |
| YTD | +75.9% | -2.4% | +78.3% | +76.1% |
| 1Y | +89.7% | +8.9% | +80.8% | +82.0% |
| 3Y | +200.9% | +31.1% | +169.8% | +161.8% |
| 5Y | +154.5% | +48.6% | +105.9% | +107.2% |
| 10Y | +520.8% | +126.1% | +394.6% | +297.2% |
| All | +591.5% | +2,137.5% | -1,546.0% | +137.0% |
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