+48.6%
SRE vs UEC
+289.3%
-240.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +0.8% | +1.9% | -1.1% | +0.5% |
| 3M | -5.8% | +8.9% | -14.7% | -6.6% |
| 6M | -7.8% | -14.5% | +6.7% | -7.9% |
| YTD | -2.4% | -0.7% | -1.7% | -3.8% |
| 1Y | +8.9% | -4.1% | +13.0% | +6.8% |
| 3Y | +31.1% | +148.9% | -117.8% | +16.5% |
| 5Y | +48.6% | +300.0% | -251.4% | +23.7% |
| All | +48.6% | +289.3% | -240.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 5y: compounded portfolio wealth divided by compounded UEC 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…
5y analysis · Full analysis span regression · 6 months rolling