-7.9%
SHW vs SRE
+4.7%
-12.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | +11.5% | -6.3% | +17.8% | +12.9% |
| 6M | -3.5% | -10.7% | +7.1% | -1.3% |
| YTD | +3.7% | -3.5% | +7.2% | +4.8% |
| 1Y | -7.9% | +5.3% | -13.2% | -6.3% |
| All | -7.9% | +4.7% | -12.6% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling