-13.7%
SRE vs BUD
+35.8%
-49.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -8.2% | +6.0% | -14.2% | -9.1% |
| 30D | -3.6% | +11.3% | -14.9% | -5.5% |
| 3M | -6.3% | +3.6% | -9.8% | -6.7% |
| 6M | -13.0% | +7.7% | -20.7% | -14.4% |
| YTD | -9.2% | +36.4% | -45.6% | -16.1% |
| All | -13.7% | +35.8% | -49.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling