+48.3%
SRE vs RUN
-81.3%
+129.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | -1.7% | -14.0% | +12.2% | -1.2% |
| 3M | -7.1% | -27.5% | +20.4% | -6.1% |
| 6M | -8.4% | -29.0% | +20.6% | -7.6% |
| YTD | -3.5% | -53.1% | +49.6% | -1.6% |
| 1Y | +5.4% | -46.7% | +52.1% | +6.5% |
| 3Y | +29.5% | -38.3% | +67.8% | +21.7% |
| 5Y | +48.3% | -80.7% | +129.0% | +40.5% |
| All | +48.3% | -81.3% | +129.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling