+1,434.4%
SRE vs RGEN
+11,086.0%
-9,651.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +1.8% | -3.3% | +5.0% | +1.9% |
| 30D | -3.0% | -5.8% | +2.9% | -2.8% |
| 3M | -7.3% | +0.2% | -7.4% | -7.4% |
| 6M | -11.9% | +56.8% | -68.7% | -13.8% |
| YTD | -7.9% | +2.4% | -10.3% | -8.4% |
| 1Y | -11.1% | +11.4% | -22.6% | -12.0% |
| 3Y | +24.8% | +15.2% | +9.6% | +22.4% |
| 5Y | +52.4% | -35.1% | +87.5% | +51.2% |
| 10Y | +127.9% | +419.6% | -291.8% | +107.7% |
| All | +1,434.4% | +11,086.0% | -9,651.6% | +1,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling