+29.3%
SRE vs RVMD
+622.3%
-593.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | -3.0% | +2.1% | -0.6% |
| 30D | -3.0% | -0.7% | -2.3% | -3.0% |
| 3M | -8.3% | +36.5% | -44.9% | -10.8% |
| 6M | -8.9% | +104.6% | -113.5% | -15.2% |
| YTD | -4.3% | +155.8% | -160.1% | -13.4% |
| 1Y | +2.7% | +340.7% | -337.9% | -12.2% |
| 3Y | +28.7% | +519.9% | -491.3% | +3.2% |
| 5Y | +47.1% | +584.9% | -537.8% | +12.2% |
| All | +29.3% | +622.3% | -593.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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