+1,535.1%
SRE vs UL
+487.6%
+1,047.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | +1.9% | +0.9% | +1.0% | +1.5% |
| 3M | -3.3% | +14.2% | -17.5% | -7.8% |
| 6M | -6.4% | -3.2% | -3.2% | -6.0% |
| YTD | -1.8% | -0.3% | -1.5% | -2.4% |
| 1Y | +10.7% | -8.8% | +19.5% | +13.1% |
| 3Y | +31.8% | +23.9% | +7.9% | +20.9% |
| 5Y | +49.2% | +21.4% | +27.9% | +35.5% |
| 10Y | +118.5% | +66.7% | +51.9% | +76.8% |
| All | +1,535.1% | +487.6% | +1,047.5% | +766.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling