+132.4%
SRE vs RACE
+647.6%
-515.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | -0.7% | +0.8% | -1.5% | -1.1% |
| 3M | -6.3% | +17.2% | -23.5% | -10.0% |
| 6M | -10.7% | +13.6% | -24.2% | -13.9% |
| YTD | -3.5% | +12.2% | -15.7% | -6.9% |
| 1Y | +5.3% | -16.3% | +21.6% | +8.2% |
| 3Y | +31.8% | +36.4% | -4.7% | +17.4% |
| 5Y | +47.4% | +95.0% | -47.6% | +17.4% |
| 10Y | +120.6% | +813.2% | -692.7% | +37.2% |
| All | +132.4% | +647.6% | -515.2% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling