+50.5%
SRE vs RVTY
-9.4%
+59.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -5.6% | -0.7% | -4.9% | -5.6% |
| 30D | -4.5% | +1.7% | -6.2% | -4.8% |
| 3M | -7.7% | +36.8% | -44.5% | -12.4% |
| 6M | -14.4% | +60.1% | -74.5% | -21.1% |
| YTD | -9.4% | +64.0% | -73.4% | -17.4% |
| 1Y | -13.8% | +68.2% | -82.1% | -22.0% |
| 3Y | +22.2% | +88.8% | -66.6% | +5.2% |
| 5Y | +50.5% | -10.5% | +61.0% | +44.7% |
| All | +50.5% | -9.4% | +59.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling