+420.5%
SRE vs MUB
+77.1%
+343.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | -1.1% | -0.8% | -0.2% | -0.4% |
| 30D | -4.1% | +2.4% | -6.5% | -5.9% |
| 3M | -7.3% | -1.1% | -6.2% | -6.5% |
| 6M | -14.1% | -1.0% | -13.1% | -13.5% |
| YTD | -8.5% | -0.3% | -8.2% | -8.3% |
| 1Y | -12.0% | 0.0% | -12.0% | -12.0% |
| 3Y | +23.4% | +10.2% | +13.2% | +14.3% |
| 5Y | +51.3% | +2.9% | +48.4% | +47.4% |
| 10Y | +126.3% | +21.9% | +104.4% | +102.3% |
| All | +420.5% | +77.1% | +343.4% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling