+213.2%
RSP vs SRE
+121.0%
+92.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.7% | -8.2% | +8.9% | +4.2% |
| 30D | +3.7% | -3.6% | +7.3% | +5.2% |
| 3M | +0.7% | -6.3% | +6.9% | +3.0% |
| 6M | +9.0% | -13.0% | +22.1% | +14.7% |
| YTD | +16.7% | -9.2% | +25.9% | +20.1% |
| 1Y | +19.0% | -13.1% | +32.1% | +24.7% |
| 3Y | +64.7% | +22.4% | +42.3% | +43.8% |
| 5Y | +49.6% | +47.1% | +2.5% | +19.0% |
| All | +213.2% | +121.0% | +92.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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