+130.2%
SRE vs UL
+109.3%
+20.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +1.8% | +1.1% | +0.6% | +1.4% |
| 30D | -3.0% | +4.5% | -7.5% | -4.6% |
| 3M | -7.3% | +6.5% | -13.7% | -9.5% |
| 6M | -11.9% | +18.2% | -30.1% | -17.6% |
| YTD | -7.9% | +4.7% | -12.6% | -10.2% |
| 1Y | -11.1% | +0.8% | -11.9% | -12.2% |
| 3Y | +24.8% | +35.9% | -11.1% | +8.8% |
| 5Y | +52.4% | +33.4% | +19.0% | +31.2% |
| All | +130.2% | +109.3% | +20.8% | +82.1% |
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