+4,880.6%
SHW vs SRE
+1,451.4%
+3,429.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.9% | +1.8% | +0.2% | +1.3% |
| 30D | +8.1% | -3.0% | +11.0% | +9.1% |
| 3M | -2.8% | -7.3% | +4.5% | -0.5% |
| 6M | +15.0% | -11.9% | +26.9% | +19.7% |
| YTD | +9.0% | -7.9% | +16.9% | +11.4% |
| 1Y | +4.5% | -11.1% | +15.6% | +8.1% |
| 3Y | +41.9% | +24.8% | +17.0% | +27.2% |
| 5Y | +10.7% | +52.4% | -41.6% | -7.9% |
| 10Y | +340.4% | +127.9% | +212.5% | +209.9% |
| All | +4,880.6% | +1,451.4% | +3,429.2% | +1,773.9% |
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