+4.5%
SHW vs SRE
-11.2%
+15.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.9% | +1.8% | +0.2% | +1.5% |
| 30D | +8.1% | -3.0% | +11.0% | +8.6% |
| 3M | -2.8% | -7.3% | +4.5% | -1.2% |
| 6M | +15.0% | -11.9% | +26.9% | +18.7% |
| YTD | +9.0% | -7.9% | +16.9% | +10.2% |
| 1Y | +4.5% | -11.1% | +15.6% | +7.0% |
| All | +4.5% | -11.2% | +15.6% | +7.0% |
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