+128.5%
SRE vs RACE
+717.8%
-589.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.6% |
| 7D | -1.1% | -4.0% | +2.9% | -0.1% |
| 30D | -4.1% | +3.5% | -7.7% | -5.0% |
| 3M | -7.3% | -0.4% | -6.9% | -7.5% |
| 6M | -14.1% | +23.2% | -37.3% | -19.1% |
| YTD | -8.5% | +11.0% | -19.5% | -12.0% |
| 1Y | -12.0% | -2.2% | -9.8% | -12.6% |
| 3Y | +23.4% | +22.5% | +0.8% | +11.4% |
| 5Y | +51.3% | +63.2% | -11.9% | +23.2% |
| All | +128.5% | +717.8% | -589.3% | +36.1% |
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