+212.3%
IEFA vs SRE
+281.6%
-69.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.5% | +1.5% | -1.9% | -0.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.6% |
| 3M | +5.1% | -5.8% | +10.9% | +6.8% |
| 6M | +9.3% | -7.8% | +17.1% | +11.7% |
| YTD | +13.0% | -2.4% | +15.3% | +13.1% |
| 1Y | +19.2% | +8.9% | +10.3% | +14.8% |
| 3Y | +67.0% | +31.1% | +35.9% | +46.6% |
| 5Y | +51.1% | +48.6% | +2.5% | +25.5% |
| 10Y | +146.5% | +126.1% | +20.4% | +71.6% |
| All | +212.3% | +281.6% | -69.3% | +76.9% |
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