+1,566.4%
SRE vs RSG
+2,013.0%
-446.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +0.8% | +3.7% | -2.8% | -0.1% |
| 3M | -5.8% | +6.2% | -11.9% | -7.3% |
| 6M | -7.8% | -2.8% | -5.0% | -7.3% |
| YTD | -2.4% | +5.9% | -8.2% | -4.0% |
| 1Y | +8.9% | -1.8% | +10.7% | +9.0% |
| 3Y | +31.1% | +57.5% | -26.4% | +16.2% |
| 5Y | +48.6% | +91.1% | -42.5% | +25.4% |
| 10Y | +126.1% | +428.1% | -301.9% | +55.0% |
| All | +1,566.4% | +2,013.0% | -446.6% | +860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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