+1,507.7%
SRE vs RL
+1,552.6%
-44.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -0.7% | -7.8% | +7.0% | +0.5% |
| 3M | -6.3% | -4.0% | -2.3% | -5.9% |
| 6M | -10.7% | -1.9% | -8.8% | -11.0% |
| YTD | -3.5% | -0.2% | -3.3% | -4.2% |
| 1Y | +5.3% | +10.7% | -5.4% | +2.5% |
| 3Y | +31.8% | +210.8% | -179.0% | +6.0% |
| 5Y | +47.4% | +238.2% | -190.9% | +14.1% |
| 10Y | +120.6% | +313.4% | -192.8% | +56.9% |
| All | +1,507.7% | +1,552.6% | -44.9% | +835.2% |
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