+1,526.3%
SRE vs SU
+2,821.9%
-1,295.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +0.8% | +10.7% | -9.9% | -1.4% |
| 3M | -5.8% | +13.5% | -19.3% | -8.5% |
| 6M | -7.8% | +21.8% | -29.6% | -12.0% |
| YTD | -2.4% | +58.8% | -61.2% | -12.0% |
| 1Y | +8.9% | +72.0% | -63.1% | -3.6% |
| 3Y | +31.1% | +121.7% | -90.6% | +8.4% |
| 5Y | +48.6% | +350.4% | -301.8% | +2.9% |
| 10Y | +126.1% | +264.7% | -138.5% | +52.6% |
| All | +1,526.3% | +2,821.9% | -1,295.6% | +577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling