+50.5%
SRE vs MUB
+3.6%
+46.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -5.6% | +0.4% | -6.1% | -6.0% |
| 30D | -4.5% | +3.9% | -8.4% | -7.5% |
| 3M | -7.7% | -0.2% | -7.5% | -7.5% |
| 6M | -14.4% | -0.4% | -14.0% | -14.1% |
| YTD | -9.4% | +0.5% | -9.9% | -9.8% |
| 1Y | -13.8% | +0.7% | -14.5% | -14.3% |
| 3Y | +22.2% | +11.1% | +11.1% | +11.2% |
| 5Y | +50.5% | +3.7% | +46.7% | +23.3% |
| All | +50.5% | +3.6% | +46.9% | +23.3% |
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