+19.0%
EWZ vs SRE
+18.5%
+0.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -1.5% | -9.2% | +7.7% | +0.3% |
| 30D | -24.5% | -1.9% | -22.6% | -24.3% |
| 3M | -10.7% | -6.5% | -4.1% | -9.8% |
| 6M | -19.1% | -15.2% | -3.8% | -16.6% |
| YTD | +1.6% | -9.5% | +11.1% | +3.3% |
| 1Y | +4.3% | -13.2% | +17.5% | +6.8% |
| 3Y | +19.0% | +19.5% | -0.5% | +6.6% |
| All | +19.0% | +18.5% | +0.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling