+474.3%
SRE vs BUD
+201.1%
+273.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -6.3% | +3.1% | -9.4% | -7.4% |
| 6M | -10.7% | +7.9% | -18.5% | -13.2% |
| YTD | -3.5% | +27.3% | -30.8% | -11.2% |
| 1Y | +5.3% | +37.8% | -32.5% | -5.7% |
| 3Y | +31.8% | +49.8% | -18.1% | +13.2% |
| 5Y | +47.4% | +43.8% | +3.5% | +25.7% |
| 10Y | +120.6% | -22.6% | +143.2% | +113.3% |
| All | +474.3% | +201.1% | +273.2% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling