+126.1%
SRE vs BUD
-24.2%
+150.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +0.8% | -6.1% | +7.0% | +2.8% |
| 3M | -5.8% | -3.8% | -2.0% | -4.9% |
| 6M | -7.8% | +8.2% | -16.0% | -10.6% |
| YTD | -2.4% | +23.6% | -25.9% | -9.4% |
| 1Y | +8.9% | +33.4% | -24.5% | -1.7% |
| 3Y | +31.1% | +45.3% | -14.2% | +13.3% |
| 5Y | +48.6% | +44.3% | +4.3% | +25.8% |
| 10Y | +126.1% | -22.8% | +148.9% | +103.6% |
| All | +126.1% | -24.2% | +150.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling