+45.5%
SRE vs SU
+348.9%
-303.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -0.8% | +2.2% | -3.1% | -1.2% |
| 30D | -3.0% | +8.4% | -11.4% | -4.5% |
| 3M | -8.3% | +12.1% | -20.4% | -10.4% |
| 6M | -8.9% | +19.7% | -28.6% | -12.4% |
| YTD | -4.3% | +58.4% | -62.7% | -12.8% |
| 1Y | +2.7% | +67.2% | -64.5% | -7.5% |
| 3Y | +28.7% | +125.0% | -96.4% | +8.0% |
| All | +45.5% | +348.9% | -303.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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