+48.7%
SRE vs SW
-2.3%
+51.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.3% | -5.1% | +4.8% | 0.0% |
| 30D | -0.7% | -4.6% | +3.9% | -0.5% |
| 3M | -6.3% | +9.4% | -15.7% | -7.0% |
| 6M | -10.7% | +3.5% | -14.2% | -11.2% |
| YTD | -3.5% | +22.0% | -25.5% | -5.1% |
| 1Y | +5.3% | +2.2% | +3.1% | +4.5% |
| 3Y | +31.8% | +19.6% | +12.2% | +29.4% |
| All | +48.7% | -2.3% | +51.0% | +44.4% |
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