+49.2%
SRE vs RBA
+44.6%
+4.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +1.9% | -13.2% | +15.1% | +4.2% |
| 3M | -3.3% | -21.4% | +18.1% | +0.2% |
| 6M | -6.4% | -20.9% | +14.4% | -3.3% |
| YTD | -1.8% | -19.9% | +18.0% | +0.7% |
| 1Y | +10.7% | -28.7% | +39.4% | +16.1% |
| 3Y | +31.8% | +27.4% | +4.4% | +23.8% |
| 5Y | +49.2% | +41.7% | +7.5% | +35.6% |
| All | +49.2% | +44.6% | +4.6% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling