+1,152.9%
RSP vs SRE
+1,178.6%
-25.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.3% | -5.6% | +5.3% | +2.6% |
| 30D | +4.4% | -4.5% | +8.9% | +6.8% |
| 3M | +1.3% | -7.7% | +9.0% | +5.0% |
| 6M | +10.0% | -14.4% | +24.4% | +18.0% |
| YTD | +17.6% | -9.4% | +27.0% | +22.0% |
| 1Y | +19.2% | -13.8% | +33.1% | +26.8% |
| 3Y | +66.0% | +22.2% | +43.9% | +41.7% |
| 5Y | +50.4% | +50.5% | 0.0% | +13.1% |
| 10Y | +215.7% | +124.1% | +91.6% | +77.8% |
| All | +1,152.9% | +1,178.6% | -25.8% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling