-7.7%
SRE vs ITW
+24.0%
-31.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.3% |
| 7D | -2.1% | +6.3% | -8.4% | -3.2% |
| 30D | +6.1% | +11.1% | -5.0% | +4.0% |
| 3M | -3.5% | +0.1% | -3.6% | -3.5% |
| 6M | -10.8% | +18.1% | -28.9% | -14.6% |
| YTD | -4.0% | +21.4% | -25.4% | -9.4% |
| 1Y | -7.7% | +22.9% | -30.5% | -13.0% |
| All | -7.7% | +24.0% | -31.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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