+11.0%
SHW vs SRE
+51.9%
-41.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.7% | -1.1% | +1.7% | +1.0% |
| 30D | +8.4% | -4.1% | +12.5% | +9.9% |
| 3M | -2.2% | -7.3% | +5.1% | 0.0% |
| 6M | +13.3% | -14.1% | +27.5% | +18.9% |
| YTD | +9.2% | -8.5% | +17.7% | +11.8% |
| 1Y | +2.9% | -12.0% | +14.9% | +6.7% |
| 3Y | +41.1% | +23.4% | +17.7% | +21.5% |
| 5Y | +11.0% | +51.3% | -40.3% | -12.9% |
| All | +11.0% | +51.9% | -41.0% | -12.9% |
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 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