+139.2%
SRE vs RUN
-29.4%
+168.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.5% |
| 7D | +1.4% | +10.2% | -8.7% | +0.9% |
| 30D | +1.9% | -9.6% | +11.5% | +2.4% |
| 3M | -3.3% | -31.5% | +28.2% | -1.6% |
| 6M | -6.4% | -18.7% | +12.3% | -6.0% |
| YTD | -1.8% | -49.9% | +48.1% | +0.5% |
| 1Y | +10.7% | -45.5% | +56.3% | +12.3% |
| 3Y | +31.8% | -34.1% | +65.9% | +22.6% |
| 5Y | +49.2% | -79.4% | +128.6% | +44.8% |
| 10Y | +118.5% | +48.9% | +69.6% | +72.0% |
| All | +139.2% | -29.4% | +168.6% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling