+1,535.1%
SRE vs EWJ
+314.6%
+1,220.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.4% | +2.9% | -1.4% | +0.3% |
| 30D | +1.9% | +1.1% | +0.8% | +1.4% |
| 3M | -3.3% | +7.1% | -10.4% | -6.3% |
| 6M | -6.4% | +16.2% | -22.6% | -12.6% |
| YTD | -1.8% | +22.0% | -23.8% | -10.2% |
| 1Y | +10.7% | +26.2% | -15.5% | -0.1% |
| 3Y | +31.8% | +73.5% | -41.7% | +3.4% |
| 5Y | +49.2% | +52.7% | -3.5% | +22.4% |
| 10Y | +118.5% | +138.5% | -20.0% | +50.8% |
| All | +1,535.1% | +314.6% | +1,220.5% | +819.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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