+118.2%
SRE vs UL
+66.7%
+51.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.8% | -3.4% | +2.6% | +0.4% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | -8.3% | +7.2% | -15.5% | -11.0% |
| 6M | -8.9% | -3.1% | -5.9% | -8.5% |
| YTD | -4.3% | -2.7% | -1.6% | -4.1% |
| 1Y | +2.7% | -10.2% | +13.0% | +5.9% |
| 3Y | +28.7% | +20.3% | +8.4% | +17.5% |
| 5Y | +47.1% | +19.9% | +27.2% | +32.4% |
| All | +118.2% | +66.7% | +51.6% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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