+45.5%
SRE vs ITW
+36.9%
+8.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -3.0% | -8.3% | +5.3% | +0.4% |
| 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% | -9.1% |
| 1Y | +2.7% | +3.2% | -0.5% | +0.3% |
| 3Y | +28.7% | +21.0% | +7.7% | +15.6% |
| All | +45.5% | +36.9% | +8.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling