+48.3%
SRE vs RNG
-70.1%
+118.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.7% | -9.6% | +8.9% | -0.3% |
| 30D | -1.7% | +8.8% | -10.5% | -2.1% |
| 3M | -7.1% | +78.6% | -85.7% | -9.3% |
| 6M | -8.4% | +70.3% | -78.6% | -10.7% |
| YTD | -3.5% | +140.3% | -143.9% | -7.9% |
| 1Y | +5.4% | +126.6% | -121.2% | +0.7% |
| 3Y | +29.5% | +120.2% | -90.7% | +22.1% |
| 5Y | +48.3% | -68.3% | +116.6% | +37.5% |
| All | +48.3% | -70.1% | +118.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling