+1,507.7%
SRE vs SUI
+1,784.7%
-276.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.7% |
| 30D | -0.7% | -1.2% | +0.4% | -0.4% |
| 3M | -6.3% | -1.7% | -4.6% | -5.9% |
| 6M | -10.7% | -10.5% | -0.2% | -7.5% |
| YTD | -3.5% | -1.8% | -1.6% | -3.2% |
| 1Y | +5.3% | -4.1% | +9.4% | +6.3% |
| 3Y | +31.8% | +11.3% | +20.5% | +24.7% |
| 5Y | +47.4% | -32.1% | +79.5% | +62.5% |
| 10Y | +120.6% | +110.4% | +10.1% | +66.8% |
| All | +1,507.7% | +1,784.7% | -276.9% | +517.5% |
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