+32.0%
SRE vs RMD
+51.8%
-19.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.9% |
| 7D | +1.4% | -4.5% | +5.9% | +1.8% |
| 30D | +1.9% | +4.6% | -2.7% | +1.4% |
| 3M | -3.3% | +14.8% | -18.1% | -4.8% |
| 6M | -6.4% | -12.1% | +5.6% | -5.6% |
| YTD | -1.8% | -7.5% | +5.7% | -1.6% |
| 1Y | +10.7% | -20.1% | +30.8% | +12.6% |
| All | +32.0% | +51.8% | -19.8% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling