+118.2%
SRE vs ITW
+194.8%
-76.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -3.0% | -8.3% | +5.3% | +0.6% |
| 3M | -8.3% | +6.0% | -14.3% | -10.9% |
| 6M | -8.9% | 0.0% | -8.9% | -9.5% |
| YTD | -4.3% | +10.2% | -14.5% | -9.0% |
| 1Y | +2.7% | +3.2% | -0.5% | +0.3% |
| 3Y | +28.7% | +21.0% | +7.7% | +16.2% |
| 5Y | +47.1% | +37.9% | +9.2% | +23.5% |
| All | +118.2% | +194.8% | -76.6% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling