+120.0%
SRE vs RVTY
+139.0%
-19.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.7% |
| 7D | -0.7% | -7.4% | +6.7% | +0.9% |
| 30D | -1.7% | +4.5% | -6.2% | -2.8% |
| 3M | -7.1% | +19.5% | -26.5% | -10.9% |
| 6M | -8.4% | +34.1% | -42.5% | -14.9% |
| YTD | -3.5% | +25.3% | -28.8% | -9.5% |
| 1Y | +5.4% | +47.0% | -41.6% | -5.2% |
| 3Y | +29.5% | +14.1% | +15.4% | +20.3% |
| 5Y | +48.3% | -34.6% | +82.9% | +55.6% |
| All | +120.0% | +139.0% | -19.0% | +52.8% |
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