+10.7%
SRE vs RACE
-15.2%
+25.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.4% | -1.0% | +2.5% | +1.5% |
| 30D | +1.9% | -1.5% | +3.4% | +1.9% |
| 3M | -3.3% | +15.5% | -18.7% | -4.9% |
| 6M | -6.4% | +17.3% | -23.7% | -8.3% |
| YTD | -1.8% | +11.1% | -12.9% | -3.4% |
| 1Y | +10.7% | -14.3% | +25.0% | +13.6% |
| All | +10.7% | -15.2% | +25.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling