-7.7%
SRE vs SW
+29.5%
-37.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.1% |
| 7D | -2.1% | +12.1% | -14.1% | -2.7% |
| 30D | +6.1% | +6.6% | -0.5% | +5.6% |
| 3M | -3.5% | -6.0% | +2.5% | -3.3% |
| 6M | -10.8% | +21.5% | -32.3% | -12.5% |
| YTD | -4.0% | +20.3% | -24.3% | -6.8% |
| 1Y | -7.7% | +28.1% | -35.8% | -11.1% |
| All | -7.7% | +29.5% | -37.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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