+48.6%
SRE vs RMD
-22.9%
+71.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +1.5% | -4.7% | +6.2% | +2.1% |
| 30D | +0.8% | +0.2% | +0.6% | +0.7% |
| 3M | -5.8% | +12.0% | -17.8% | -7.6% |
| 6M | -7.8% | -12.5% | +4.7% | -6.4% |
| YTD | -2.4% | -7.9% | +5.6% | -1.9% |
| 1Y | +8.9% | -20.4% | +29.3% | +11.8% |
| 3Y | +31.1% | +53.1% | -22.0% | +18.9% |
| 5Y | +48.6% | -22.1% | +70.7% | +50.6% |
| All | +48.6% | -22.9% | +71.5% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling