+50.8%
SRE vs SW
+0.9%
+49.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -8.2% | +2.2% | -10.3% | -8.3% |
| 30D | -3.6% | +7.4% | -11.1% | -4.1% |
| 3M | -6.3% | -5.9% | -0.3% | -6.0% |
| 6M | -13.0% | +9.0% | -22.0% | -13.7% |
| YTD | -9.2% | +18.1% | -27.3% | -10.6% |
| 1Y | -13.1% | +28.7% | -41.8% | -14.9% |
| 3Y | +22.4% | +48.8% | -26.3% | +19.8% |
| All | +50.8% | +0.9% | +49.8% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling