+118.2%
SRE vs RVTY
+145.6%
-27.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | -0.8% | -4.5% | +3.7% | +0.1% |
| 30D | -3.0% | +5.5% | -8.5% | -4.2% |
| 3M | -8.3% | +22.5% | -30.8% | -12.6% |
| 6M | -8.9% | +38.9% | -47.8% | -16.0% |
| YTD | -4.3% | +28.7% | -33.0% | -10.7% |
| 1Y | +2.7% | +45.5% | -42.8% | -7.3% |
| 3Y | +28.7% | +16.4% | +12.3% | +19.1% |
| 5Y | +47.1% | -32.7% | +79.9% | +53.5% |
| All | +118.2% | +145.6% | -27.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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