+1,244.2%
EWY vs SRE
+2,111.3%
-867.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.2% |
| 7D | +8.0% | +1.4% | +6.6% | +7.3% |
| 30D | +14.3% | +1.9% | +12.4% | +12.9% |
| 3M | +2.3% | -3.3% | +5.6% | +3.4% |
| 6M | +49.9% | -6.4% | +56.3% | +52.9% |
| YTD | +95.3% | -1.8% | +97.2% | +94.7% |
| 1Y | +161.7% | +10.7% | +151.0% | +145.4% |
| 3Y | +230.2% | +31.8% | +198.4% | +173.4% |
| 5Y | +148.1% | +49.2% | +98.9% | +88.8% |
| 10Y | +293.2% | +118.5% | +174.6% | +128.5% |
| All | +1,244.2% | +2,111.3% | -867.1% | +308.8% |
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