+49.4%
SRE vs RRC
+134.0%
-84.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.8% | +6.4% | -4.6% | +0.9% |
| 30D | -3.0% | +23.9% | -26.9% | -6.1% |
| 3M | -7.3% | +30.2% | -37.4% | -10.9% |
| 6M | -11.9% | +26.3% | -38.1% | -15.1% |
| YTD | -7.9% | +48.1% | -55.9% | -13.4% |
| 1Y | -11.1% | +37.7% | -48.8% | -15.7% |
| 3Y | +24.8% | +60.3% | -35.5% | +14.6% |
| All | +49.4% | +134.0% | -84.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling