+1,419.6%
SRE vs RL
+1,780.7%
-361.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.1% | -0.2% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -3.2% | +7.3% | -10.5% | -4.4% |
| 3M | -5.3% | +1.0% | -6.3% | -5.7% |
| 6M | -12.6% | +11.8% | -24.4% | -14.7% |
| YTD | -8.8% | +13.6% | -22.4% | -11.6% |
| 1Y | -13.4% | +24.0% | -37.5% | -17.4% |
| 3Y | +24.4% | +256.6% | -232.2% | -2.3% |
| 5Y | +47.3% | +240.2% | -192.9% | +14.1% |
| 10Y | +116.7% | +373.0% | -256.3% | +50.6% |
| All | +1,419.6% | +1,780.7% | -361.1% | +763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling