+4.1%
EWZ vs SRE
-13.6%
+17.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.4% | -8.4% | +9.8% | +2.5% |
| 30D | -25.1% | -3.2% | -21.9% | -24.9% |
| 3M | -7.7% | -5.3% | -2.4% | -7.7% |
| 6M | -15.8% | -12.6% | -3.2% | -14.2% |
| YTD | +3.6% | -8.8% | +12.4% | +5.8% |
| All | +4.1% | -13.6% | +17.8% | +6.5% |
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