+1,127.7%
RSP vs SRE
+1,262.3%
-134.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | +4.3% | -6.3% | +10.6% | +7.2% |
| 6M | +8.8% | -10.7% | +19.5% | +14.3% |
| YTD | +15.3% | -3.5% | +18.7% | +16.0% |
| 1Y | +18.3% | +5.3% | +13.0% | +13.5% |
| 3Y | +52.8% | +31.8% | +21.0% | +25.5% |
| 5Y | +51.7% | +47.4% | +4.4% | +15.7% |
| 10Y | +208.5% | +120.6% | +87.9% | +75.9% |
| All | +1,127.7% | +1,262.3% | -134.6% | +168.6% |
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 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