+29.7%
SRE vs RNG
+120.1%
-90.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.7% | -9.6% | +8.9% | -0.5% |
| 30D | -1.7% | +8.8% | -10.5% | -1.9% |
| 3M | -7.1% | +78.6% | -85.7% | -8.6% |
| 6M | -8.4% | +70.3% | -78.6% | -10.0% |
| YTD | -3.5% | +140.3% | -143.9% | -7.4% |
| 1Y | +5.4% | +126.6% | -121.2% | +1.3% |
| All | +29.7% | +120.1% | -90.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling