+144.6%
IEFA vs SRE
+122.3%
+22.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.6% | -0.8% | -0.7% | -1.3% |
| 30D | -1.5% | -3.0% | +1.5% | -0.7% |
| 3M | +3.4% | -8.3% | +11.7% | +5.9% |
| 6M | +9.5% | -8.9% | +18.4% | +12.2% |
| YTD | +13.0% | -4.3% | +17.3% | +13.9% |
| 1Y | +18.0% | +2.7% | +15.3% | +16.0% |
| 3Y | +65.4% | +28.7% | +36.7% | +46.4% |
| 5Y | +51.6% | +47.1% | +4.4% | +26.8% |
| All | +144.6% | +122.3% | +22.3% | +84.5% |
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 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