+49.2%
SRE vs ROP
-14.2%
+63.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.4% |
| 7D | +1.4% | -5.4% | +6.9% | +2.7% |
| 30D | +1.9% | -1.6% | +3.5% | +2.2% |
| 3M | -3.3% | +18.8% | -22.1% | -8.0% |
| 6M | -6.4% | +8.2% | -14.6% | -8.8% |
| YTD | -1.8% | -10.5% | +8.7% | +1.9% |
| 1Y | +10.7% | -23.7% | +34.5% | +21.9% |
| 3Y | +31.8% | -17.9% | +49.7% | +39.0% |
| 5Y | +49.2% | -15.3% | +64.5% | +51.8% |
| All | +49.2% | -14.2% | +63.4% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling