+28.7%
SRE vs AUR
+84.2%
-55.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -0.8% | +1.4% | -2.3% | -0.9% |
| 30D | -3.0% | -6.4% | +3.4% | -2.9% |
| 3M | -8.3% | +7.7% | -16.0% | -8.8% |
| 6M | -8.9% | +44.5% | -53.4% | -10.8% |
| YTD | -4.3% | +67.4% | -71.7% | -7.0% |
| 1Y | +2.7% | +15.4% | -12.7% | +1.3% |
| 3Y | +28.7% | +94.8% | -66.2% | +16.0% |
| All | +28.7% | +84.2% | -55.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling