+49.4%
SRE vs SPXU
-83.3%
+132.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.9% |
| 7D | +1.8% | -7.6% | +9.3% | +0.4% |
| 30D | -3.0% | +5.3% | -8.3% | -1.8% |
| 3M | -7.3% | +9.6% | -16.9% | -5.4% |
| 6M | -11.9% | -4.5% | -7.4% | -12.0% |
| YTD | -7.9% | -25.9% | +18.0% | -11.8% |
| 1Y | -11.1% | -28.9% | +17.7% | -15.5% |
| 3Y | +24.8% | -80.5% | +105.3% | -2.3% |
| All | +49.4% | -83.3% | +132.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling