+48.3%
SRE vs SPXU
-85.5%
+133.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -0.9% |
| 7D | -0.7% | +6.4% | -7.0% | +0.4% |
| 30D | -1.7% | +5.9% | -7.7% | -0.7% |
| 3M | -7.1% | -11.7% | +4.6% | -9.0% |
| 6M | -8.4% | -28.7% | +20.3% | -13.4% |
| YTD | -3.5% | -26.4% | +22.8% | -8.1% |
| 1Y | +5.4% | -35.2% | +40.6% | -1.7% |
| 3Y | +29.5% | -79.8% | +109.3% | +1.9% |
| 5Y | +48.3% | -86.1% | +134.4% | +13.7% |
| All | +48.3% | -85.5% | +133.9% | +13.7% |
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