+1,434.4%
SRE vs RVTY
+1,254.2%
+180.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | -3.0% | +1.5% | -4.5% | -3.4% |
| 3M | -7.3% | +31.5% | -38.7% | -11.7% |
| 6M | -11.9% | +62.7% | -74.6% | -19.2% |
| YTD | -7.9% | +60.0% | -67.8% | -15.8% |
| 1Y | -11.1% | +65.7% | -76.9% | -19.4% |
| 3Y | +24.8% | +85.2% | -60.4% | +9.5% |
| 5Y | +52.4% | -14.9% | +67.3% | +49.6% |
| 10Y | +127.9% | +211.9% | -84.0% | +78.9% |
| All | +1,434.4% | +1,254.2% | +180.2% | +813.0% |
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