+118.2%
SRE vs RNG
+222.9%
-104.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | -6.1% | +5.3% | -0.5% |
| 30D | -3.0% | +9.6% | -12.6% | -3.6% |
| 3M | -8.3% | +83.3% | -91.6% | -11.9% |
| 6M | -8.9% | +77.9% | -86.9% | -12.7% |
| YTD | -4.3% | +139.9% | -144.2% | -10.6% |
| 1Y | +2.7% | +121.7% | -118.9% | -3.7% |
| 3Y | +28.7% | +121.9% | -93.2% | +18.5% |
| 5Y | +47.1% | -68.4% | +115.5% | +50.1% |
| All | +118.2% | +222.9% | -104.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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