+31.0%
SRE vs RACE
+40.8%
-9.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | -0.7% | +0.8% | -1.5% | -0.9% |
| 3M | -6.3% | +17.2% | -23.5% | -8.5% |
| 6M | -10.7% | +13.6% | -24.2% | -12.5% |
| YTD | -3.5% | +12.2% | -15.7% | -5.5% |
| 1Y | +5.3% | -16.3% | +21.6% | +7.4% |
| All | +31.0% | +40.8% | -9.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling