+141.0%
SRE vs TRU
+226.0%
-85.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +1.5% | -6.5% | +7.9% | +2.9% |
| 30D | +0.8% | -2.5% | +3.3% | +1.3% |
| 3M | -5.8% | +10.4% | -16.1% | -8.4% |
| 6M | -7.8% | +1.6% | -9.4% | -9.1% |
| YTD | -2.4% | -9.7% | +7.3% | -1.7% |
| 1Y | +8.9% | -17.3% | +26.2% | +11.5% |
| 3Y | +31.1% | -1.8% | +32.9% | +23.7% |
| 5Y | +48.6% | -36.2% | +84.8% | +55.5% |
| 10Y | +126.1% | +143.2% | -17.1% | +74.6% |
| All | +141.0% | +226.0% | -85.0% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling