+84.1%
EWZ vs SRE
+121.7%
-37.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.2% |
| 7D | +5.6% | +1.4% | +4.1% | +4.9% |
| 30D | +9.3% | +1.9% | +7.4% | +7.9% |
| 3M | +15.7% | -3.3% | +19.0% | +17.0% |
| 6M | +7.4% | -6.4% | +13.9% | +10.2% |
| YTD | +22.7% | -1.8% | +24.5% | +22.6% |
| 1Y | +36.4% | +10.7% | +25.6% | +28.2% |
| 3Y | +50.4% | +31.8% | +18.6% | +23.3% |
| 5Y | +67.6% | +49.2% | +18.4% | +25.9% |
| 10Y | +84.1% | +118.5% | -34.5% | +14.8% |
| All | +84.1% | +121.7% | -37.6% | +14.8% |
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 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