+48.6%
SRE vs RVTY
-34.2%
+82.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +1.5% | -5.4% | +6.9% | +2.3% |
| 30D | +0.8% | +6.7% | -5.9% | -0.3% |
| 3M | -5.8% | +19.0% | -24.8% | -8.7% |
| 6M | -7.8% | +34.6% | -42.5% | -12.9% |
| YTD | -2.4% | +28.3% | -30.6% | -7.4% |
| 1Y | +8.9% | +46.0% | -37.1% | +0.3% |
| 3Y | +31.1% | +16.9% | +14.2% | +23.0% |
| 5Y | +48.6% | -32.9% | +81.5% | +49.8% |
| All | +48.6% | -34.2% | +82.8% | +49.8% |
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 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