+1,507.7%
SRE vs ROP
+3,657.6%
-2,149.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +0.4% |
| 7D | -0.3% | -4.4% | +4.1% | +1.0% |
| 30D | -0.7% | +3.2% | -4.0% | -1.7% |
| 3M | -6.3% | +23.1% | -29.4% | -12.3% |
| 6M | -10.7% | +13.3% | -24.0% | -14.7% |
| YTD | -3.5% | -7.9% | +4.4% | -2.5% |
| 1Y | +5.3% | -22.1% | +27.4% | +11.6% |
| 3Y | +31.8% | -16.8% | +48.6% | +36.2% |
| 5Y | +47.4% | -13.5% | +60.9% | +49.3% |
| 10Y | +120.6% | +137.7% | -17.1% | +65.9% |
| All | +1,507.7% | +3,657.6% | -2,149.8% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling