+62.4%
EWY vs SRE
-7.5%
+69.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -2.0% |
| 7D | -8.3% | -2.1% | -6.2% | -8.3% |
| 30D | -20.5% | +6.1% | -26.6% | -20.8% |
| 3M | -11.1% | -3.5% | -7.6% | -11.0% |
| 6M | -7.0% | -10.8% | +3.8% | -5.1% |
| YTD | +56.5% | -4.0% | +60.4% | +56.4% |
| 1Y | +62.4% | -7.7% | +70.1% | +62.4% |
| All | +62.4% | -7.5% | +69.9% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling