+1,423.6%
SRE vs SUI
+1,771.4%
-347.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.1% | -3.8% | +2.8% | +0.3% |
| 30D | -4.1% | +3.9% | -8.1% | -5.6% |
| 3M | -7.3% | +0.2% | -7.5% | -7.7% |
| 6M | -14.1% | -4.2% | -10.0% | -13.3% |
| YTD | -8.5% | -2.5% | -6.0% | -8.3% |
| 1Y | -12.0% | -4.0% | -8.0% | -11.3% |
| 3Y | +23.4% | +16.5% | +6.8% | +14.8% |
| 5Y | +51.3% | -27.2% | +78.5% | +62.5% |
| 10Y | +126.3% | +119.6% | +6.7% | +68.5% |
| All | +1,423.6% | +1,771.4% | -347.7% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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