+1,507.0%
SRE vs ITW
+1,370.8%
+136.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | -0.7% | -2.4% | +1.7% | +0.2% |
| 30D | -1.7% | -9.5% | +7.8% | +1.8% |
| 3M | -7.1% | +6.6% | -13.7% | -9.5% |
| 6M | -8.4% | -1.8% | -6.6% | -8.2% |
| YTD | -3.5% | +9.0% | -12.5% | -7.1% |
| 1Y | +5.4% | +3.6% | +1.8% | +3.2% |
| 3Y | +29.5% | +19.4% | +10.1% | +19.8% |
| 5Y | +48.3% | +36.4% | +11.9% | +29.4% |
| 10Y | +123.5% | +190.0% | -66.5% | +46.6% |
| All | +1,507.0% | +1,370.8% | +136.1% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling