+12.9%
SHW vs SRE
+48.6%
-35.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.7% |
| 30D | -11.4% | +0.8% | -12.2% | -11.8% |
| 3M | +3.5% | -5.8% | +9.3% | +5.3% |
| 6M | -3.4% | -7.8% | +4.4% | -1.0% |
| YTD | -0.3% | -2.4% | +2.0% | 0.0% |
| 1Y | -10.4% | +8.9% | -19.3% | -13.7% |
| 3Y | +21.3% | +31.1% | -9.8% | +2.9% |
| 5Y | +12.9% | +48.6% | -35.8% | -7.4% |
| All | +12.9% | +48.6% | -35.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling