+1,507.7%
SRE vs RVTY
+1,041.7%
+466.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -0.7% | +13.2% | -13.9% | -2.8% |
| 3M | -6.3% | +27.2% | -33.6% | -10.2% |
| 6M | -10.7% | +32.4% | -43.1% | -15.3% |
| YTD | -3.5% | +34.9% | -38.3% | -9.0% |
| 1Y | +5.3% | +52.4% | -47.1% | -3.0% |
| 3Y | +31.8% | +12.3% | +19.5% | +25.6% |
| 5Y | +47.4% | -30.8% | +78.2% | +50.0% |
| 10Y | +120.6% | +150.7% | -30.1% | +79.8% |
| All | +1,507.7% | +1,041.7% | +466.0% | +886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling