+487.7%
SRE vs SPXU
-100.0%
+587.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +2.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.1% |
| 30D | +1.9% | +3.7% | -1.8% | +2.7% |
| 3M | -3.3% | -9.6% | +6.3% | -5.3% |
| 6M | -6.4% | -32.4% | +25.9% | -13.9% |
| YTD | -1.8% | -28.7% | +26.9% | -8.3% |
| 1Y | +10.7% | -38.2% | +49.0% | +0.5% |
| 3Y | +31.8% | -80.4% | +112.2% | -2.8% |
| 5Y | +49.2% | -86.0% | +135.2% | +11.4% |
| 10Y | +118.5% | -99.5% | +218.0% | -7.4% |
| All | +487.7% | -100.0% | +587.6% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling