+45.6%
SRE vs RACE
+65.0%
-19.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -9.2% | +5.1% | -14.3% | -9.9% |
| 30D | -1.9% | +7.7% | -9.6% | -3.0% |
| 3M | -6.5% | +2.2% | -8.7% | -7.0% |
| 6M | -15.2% | +23.8% | -39.0% | -18.5% |
| YTD | -9.5% | +13.9% | -23.4% | -12.0% |
| 1Y | -13.2% | +3.8% | -17.0% | -14.3% |
| 3Y | +19.5% | +28.0% | -8.6% | +10.2% |
| All | +45.6% | +65.0% | -19.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling