+116.7%
SRE vs RACE
+738.3%
-621.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -8.4% | +3.9% | -12.3% | -9.3% |
| 30D | -3.2% | +7.4% | -10.6% | -4.9% |
| 3M | -5.3% | +1.6% | -6.9% | -5.9% |
| 6M | -12.6% | +23.3% | -35.9% | -17.6% |
| YTD | -8.8% | +14.7% | -23.4% | -12.9% |
| 1Y | -13.4% | +2.5% | -16.0% | -15.0% |
| 3Y | +24.4% | +28.0% | -3.6% | +11.1% |
| 5Y | +47.3% | +69.8% | -22.5% | +18.7% |
| 10Y | +116.7% | +734.9% | -618.2% | +25.0% |
| All | +116.7% | +738.3% | -621.6% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling