+126.1%
SRE vs RL
+297.6%
-171.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +0.8% | -17.5% | +18.3% | +4.5% |
| 3M | -5.8% | -14.0% | +8.2% | -3.3% |
| 6M | -7.8% | -2.0% | -5.8% | -8.3% |
| YTD | -2.4% | -4.6% | +2.2% | -2.5% |
| 1Y | +8.9% | +9.5% | -0.6% | +5.7% |
| 3Y | +31.1% | +200.5% | -169.4% | +2.2% |
| 5Y | +48.6% | +226.3% | -177.6% | +10.4% |
| 10Y | +126.1% | +304.8% | -178.6% | +50.6% |
| All | +126.1% | +297.6% | -171.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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