+120.0%
SRE vs ROP
+135.7%
-15.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.7% | -8.0% | +7.3% | +2.3% |
| 30D | -1.7% | -2.7% | +1.0% | -0.9% |
| 3M | -7.1% | +16.6% | -23.7% | -13.0% |
| 6M | -8.4% | +10.4% | -18.7% | -12.8% |
| YTD | -3.5% | -12.1% | +8.6% | +0.1% |
| 1Y | +5.4% | -23.6% | +29.0% | +15.8% |
| 3Y | +29.5% | -19.3% | +48.9% | +37.2% |
| 5Y | +48.3% | -15.4% | +63.7% | +51.5% |
| All | +120.0% | +135.7% | -15.7% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling