+46.7%
SRE vs BUD
+46.3%
+0.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -0.7% | -5.7% | +4.9% | +0.7% |
| 3M | -6.3% | +3.1% | -9.4% | -7.2% |
| 6M | -10.7% | +7.9% | -18.5% | -12.8% |
| YTD | -3.5% | +27.3% | -30.8% | -9.9% |
| 1Y | +5.3% | +37.8% | -32.5% | -4.0% |
| 3Y | +31.8% | +49.8% | -18.1% | +15.7% |
| All | +46.7% | +46.3% | +0.4% | +24.6% |
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 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