+50.8%
SRE vs BUD
+53.4%
-2.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -8.2% | +6.0% | -14.2% | -9.6% |
| 30D | -3.6% | +11.3% | -14.9% | -6.4% |
| 3M | -6.3% | +3.6% | -9.8% | -7.3% |
| 6M | -13.0% | +7.7% | -20.7% | -15.0% |
| YTD | -9.2% | +36.4% | -45.6% | -17.2% |
| 1Y | -13.1% | +37.8% | -51.0% | -21.0% |
| 3Y | +22.4% | +51.2% | -28.8% | +6.6% |
| All | +50.8% | +53.4% | -2.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling