+349.8%
EWZ vs SRE
+1,939.7%
-1,589.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.9% |
| 7D | -1.5% | -9.2% | +7.7% | +3.9% |
| 30D | -24.5% | -1.9% | -22.6% | -23.9% |
| 3M | -10.7% | -6.5% | -4.1% | -7.9% |
| 6M | -19.1% | -15.2% | -3.8% | -12.1% |
| YTD | +1.6% | -9.5% | +11.1% | +5.9% |
| 1Y | +4.3% | -13.2% | +17.5% | +11.1% |
| 3Y | +19.0% | +19.5% | -0.5% | +0.3% |
| 5Y | +57.7% | +43.6% | +14.1% | +16.5% |
| 10Y | +51.3% | +109.9% | -58.6% | -15.5% |
| All | +349.8% | +1,939.7% | -1,589.9% | +7.6% |
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 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