+18.7%
EWZ vs SRE
+24.6%
-5.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.4% |
| 30D | -24.4% | -3.0% | -21.4% | -24.0% |
| 3M | -4.6% | -7.3% | +2.7% | -3.5% |
| 6M | -11.6% | -11.9% | +0.3% | -9.6% |
| YTD | +2.4% | -7.9% | +10.2% | +3.7% |
| 1Y | +2.1% | -11.1% | +13.2% | +4.1% |
| 3Y | +18.7% | +24.8% | -6.1% | +5.6% |
| All | +18.7% | +24.6% | -5.9% | +5.6% |
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