+31.2%
SRE vs RRC
+31.0%
+0.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +0.8% | +3.6% | -2.8% | +0.2% |
| 3M | -5.8% | +8.8% | -14.6% | -7.3% |
| 6M | -7.8% | +0.8% | -8.6% | -8.2% |
| YTD | -2.4% | +19.0% | -21.3% | -6.0% |
| 1Y | +8.9% | +22.9% | -14.0% | +3.8% |
| All | +31.2% | +31.0% | +0.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling