+118.2%
SRE vs SPXU
-99.6%
+217.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.3% |
| 7D | -0.8% | +2.5% | -3.3% | -0.3% |
| 30D | -3.0% | +4.2% | -7.2% | -2.1% |
| 3M | -8.3% | -9.3% | +1.0% | -10.1% |
| 6M | -8.9% | -30.7% | +21.8% | -15.8% |
| YTD | -4.3% | -28.1% | +23.9% | -10.5% |
| 1Y | +2.7% | -35.2% | +38.0% | -5.8% |
| 3Y | +28.7% | -79.9% | +108.6% | -5.1% |
| 5Y | +47.1% | -86.4% | +133.5% | +8.5% |
| All | +118.2% | -99.6% | +217.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling