+44.2%
SRE vs AUR
-35.0%
+79.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.5% | +11.1% | -9.7% | +1.1% |
| 30D | +0.8% | -6.9% | +7.7% | +1.0% |
| 3M | -5.8% | +5.5% | -11.3% | -6.1% |
| 6M | -7.8% | +41.0% | -48.8% | -9.3% |
| YTD | -2.4% | +69.3% | -71.6% | -4.7% |
| 1Y | +8.9% | +14.0% | -5.1% | +7.6% |
| 3Y | +31.1% | +90.1% | -59.0% | +24.6% |
| 5Y | +48.6% | -34.4% | +83.0% | +38.2% |
| All | +44.2% | -35.0% | +79.2% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling