+118.2%
SRE vs RUN
+42.2%
+76.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.8% | -3.7% | +2.9% | -0.6% |
| 30D | -3.0% | -13.0% | +10.0% | -2.3% |
| 3M | -8.3% | -31.8% | +23.5% | -6.5% |
| 6M | -8.9% | -32.2% | +23.3% | -7.5% |
| YTD | -4.3% | -53.5% | +49.2% | -1.3% |
| 1Y | +2.7% | -46.5% | +49.3% | +4.4% |
| 3Y | +28.7% | -37.6% | +66.3% | +18.9% |
| 5Y | +47.1% | -80.9% | +128.0% | +43.2% |
| All | +118.2% | +42.2% | +76.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling