+118.2%
SRE vs TRU
+147.2%
-28.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.2% |
| 30D | -3.0% | -2.0% | -1.0% | -2.7% |
| 3M | -8.3% | +18.4% | -26.7% | -12.4% |
| 6M | -8.9% | +8.9% | -17.8% | -11.7% |
| YTD | -4.3% | -8.9% | +4.7% | -3.8% |
| 1Y | +2.7% | -15.9% | +18.6% | +4.9% |
| 3Y | +28.7% | -1.1% | +29.8% | +20.9% |
| 5Y | +47.1% | -35.2% | +82.3% | +54.9% |
| All | +118.2% | +147.2% | -28.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling