+105.9%
SRE vs SW
+182.7%
-76.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -2.0% |
| 7D | -9.2% | +2.3% | -11.5% | -9.3% |
| 30D | -1.9% | +6.8% | -8.7% | -2.4% |
| 3M | -6.5% | -5.2% | -1.4% | -6.3% |
| 6M | -15.2% | +7.4% | -22.7% | -15.9% |
| YTD | -9.5% | +17.4% | -26.9% | -11.0% |
| 1Y | -13.2% | +27.1% | -40.3% | -15.2% |
| 3Y | +19.5% | +47.9% | -28.4% | +15.2% |
| 5Y | +43.6% | -2.6% | +46.1% | +39.6% |
| All | +105.9% | +182.7% | -76.8% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling