+118.5%
SRE vs RACE
+793.3%
-674.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +1.4% | -1.0% | +2.5% | +1.7% |
| 30D | +1.9% | -1.5% | +3.4% | +2.1% |
| 3M | -3.3% | +15.5% | -18.7% | -7.1% |
| 6M | -6.4% | +17.3% | -23.7% | -10.9% |
| YTD | -1.8% | +11.1% | -12.9% | -5.5% |
| 1Y | +10.7% | -14.3% | +25.0% | +13.5% |
| 3Y | +31.8% | +40.2% | -8.4% | +14.3% |
| 5Y | +49.2% | +92.6% | -43.4% | +14.9% |
| 10Y | +118.5% | +786.6% | -668.0% | +13.2% |
| All | +118.5% | +793.3% | -674.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RACE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling