+48.6%
SRE vs RGEN
-44.3%
+92.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.4% |
| 7D | +1.5% | -4.6% | +6.0% | +1.8% |
| 30D | +0.8% | +1.2% | -0.3% | +0.6% |
| 3M | -5.8% | +26.8% | -32.6% | -7.9% |
| 6M | -7.8% | +29.1% | -36.9% | -10.2% |
| YTD | -2.4% | +0.7% | -3.1% | -3.0% |
| 1Y | +8.9% | +39.1% | -30.2% | +4.8% |
| 3Y | +31.1% | +2.2% | +28.8% | +27.1% |
| 5Y | +48.6% | -44.0% | +92.6% | +43.2% |
| All | +48.6% | -44.3% | +92.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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