-7.7%
SRE vs ROP
+10.4%
-18.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -2.6% |
| 7D | -2.1% | +11.7% | -13.8% | -1.3% |
| 30D | +6.1% | +35.5% | -29.4% | +8.7% |
| 3M | -3.5% | +25.6% | -29.2% | -1.9% |
| 6M | -10.8% | +39.3% | -50.1% | -8.1% |
| YTD | -4.0% | +11.6% | -15.6% | -2.4% |
| 1Y | -7.7% | +10.6% | -18.3% | -6.3% |
| All | -7.7% | +10.4% | -18.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling