+29.7%
SRE vs RUN
-38.5%
+68.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.6% |
| 30D | -1.7% | -14.0% | +12.2% | -1.4% |
| 3M | -7.1% | -27.5% | +20.4% | -6.4% |
| 6M | -8.4% | -29.0% | +20.6% | -7.8% |
| YTD | -3.5% | -53.1% | +49.6% | -2.2% |
| 1Y | +5.4% | -46.7% | +52.1% | +6.2% |
| All | +29.7% | -38.5% | +68.2% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling