+29.7%
SRE vs RVMD
+536.1%
-506.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.5% |
| 30D | -1.7% | -1.1% | -0.7% | -1.7% |
| 3M | -7.1% | +41.0% | -48.1% | -8.7% |
| 6M | -8.4% | +105.7% | -114.1% | -12.4% |
| YTD | -3.5% | +155.3% | -158.8% | -9.9% |
| 1Y | +5.4% | +402.7% | -397.3% | -8.1% |
| All | +29.7% | +536.1% | -506.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling