+120.0%
SRE vs RMD
+276.6%
-156.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | -1.7% | -2.1% | +0.3% | -1.5% |
| 3M | -7.1% | +13.8% | -20.8% | -9.9% |
| 6M | -8.4% | -10.6% | +2.3% | -6.8% |
| YTD | -3.5% | -8.1% | +4.6% | -2.7% |
| 1Y | +5.4% | -18.0% | +23.3% | +8.8% |
| 3Y | +29.5% | +52.9% | -23.3% | +13.2% |
| 5Y | +48.3% | -22.3% | +70.6% | +50.4% |
| All | +120.0% | +276.6% | -156.6% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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