+1,434.4%
SRE vs RRC
+749.6%
+684.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.8% | +6.4% | -4.6% | +1.1% |
| 30D | -3.0% | +23.9% | -26.9% | -5.1% |
| 3M | -7.3% | +30.2% | -37.4% | -9.8% |
| 6M | -11.9% | +26.3% | -38.1% | -14.2% |
| YTD | -7.9% | +48.1% | -55.9% | -11.7% |
| 1Y | -11.1% | +37.7% | -48.8% | -14.3% |
| 3Y | +24.8% | +60.3% | -35.5% | +17.7% |
| 5Y | +52.4% | +135.3% | -82.9% | +35.7% |
| 10Y | +127.9% | +73.3% | +54.5% | +91.0% |
| All | +1,434.4% | +749.6% | +684.9% | +895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling