+142.7%
EWY vs SRE
+46.9%
+95.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +9.3% | -1.7% | +11.0% | +9.6% |
| 3M | +2.4% | -7.1% | +9.5% | +4.0% |
| 6M | +40.3% | -8.4% | +48.6% | +42.6% |
| YTD | +88.0% | -3.5% | +91.5% | +88.6% |
| 1Y | +143.8% | +5.4% | +138.4% | +138.7% |
| 3Y | +217.8% | +29.5% | +188.2% | +182.5% |
| 5Y | +142.7% | +48.3% | +94.4% | +101.4% |
| All | +142.7% | +46.9% | +95.8% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling