+9.5%
SRE vs BUD
+36.8%
-27.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.4% | +0.8% | +0.7% | +1.3% |
| 30D | +1.9% | -4.8% | +6.7% | +2.9% |
| 3M | -3.3% | +1.4% | -4.6% | -3.7% |
| 6M | -6.4% | +9.9% | -16.3% | -8.5% |
| YTD | -1.8% | +26.3% | -28.2% | -5.8% |
| All | +9.5% | +36.8% | -27.3% | +4.5% |
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