+191.2%
SRE vs RNG
+309.1%
-117.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.9% |
| 7D | +1.4% | -0.8% | +2.3% | +1.5% |
| 30D | +1.9% | +11.4% | -9.5% | +1.2% |
| 3M | -3.3% | +72.1% | -75.4% | -6.7% |
| 6M | -6.4% | +67.9% | -74.4% | -9.9% |
| YTD | -1.8% | +144.3% | -146.2% | -8.3% |
| 1Y | +10.7% | +117.5% | -106.8% | +4.1% |
| 3Y | +31.8% | +123.9% | -92.1% | +21.6% |
| 5Y | +49.2% | -70.1% | +119.3% | +52.2% |
| 10Y | +118.5% | +215.9% | -97.3% | +88.4% |
| All | +191.2% | +309.1% | -117.9% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling