-7.7%
SRE vs RRX
+30.0%
-37.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.8% | -2.6% |
| 7D | -2.1% | +7.6% | -9.7% | -2.6% |
| 30D | +6.1% | +7.5% | -1.5% | +5.4% |
| 3M | -3.5% | -21.0% | +17.5% | -1.7% |
| 6M | -10.8% | -18.1% | +7.3% | -9.7% |
| YTD | -4.0% | +24.3% | -28.3% | -7.9% |
| 1Y | -7.7% | +29.3% | -37.0% | -11.6% |
| All | -7.7% | +30.0% | -37.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling