+48.6%
SRE vs MUB
+1.5%
+47.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +2.1% |
| 30D | +0.8% | -2.0% | +2.8% | +2.5% |
| 3M | -5.8% | -2.5% | -3.2% | -3.7% |
| 6M | -7.8% | -2.3% | -5.5% | -5.9% |
| YTD | -2.4% | -1.3% | -1.1% | -1.3% |
| 1Y | +8.9% | +1.1% | +7.8% | +7.9% |
| 3Y | +31.1% | +8.2% | +22.9% | +21.6% |
| 5Y | +48.6% | +1.5% | +47.1% | +32.7% |
| All | +48.6% | +1.5% | +47.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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