+126.1%
SRE vs RBA
+189.2%
-63.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.5% | -1.9% | +3.3% | +1.8% |
| 30D | +0.8% | -13.0% | +13.8% | +3.5% |
| 3M | -5.8% | -23.1% | +17.3% | -1.2% |
| 6M | -7.8% | -22.6% | +14.8% | -3.6% |
| YTD | -2.4% | -20.4% | +18.0% | +1.0% |
| 1Y | +8.9% | -29.6% | +38.5% | +15.5% |
| 3Y | +31.1% | +26.6% | +4.5% | +21.5% |
| 5Y | +48.6% | +38.2% | +10.4% | +32.7% |
| 10Y | +126.1% | +194.7% | -68.6% | +59.7% |
| All | +126.1% | +189.2% | -63.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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