+126.1%
SRE vs URA
+369.2%
-243.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.5% | +5.7% | -4.3% | +0.6% |
| 30D | +0.8% | +5.6% | -4.8% | -0.2% |
| 3M | -5.8% | +6.2% | -12.0% | -7.1% |
| 6M | -7.8% | -8.2% | +0.4% | -7.6% |
| YTD | -2.4% | +9.7% | -12.0% | -5.8% |
| 1Y | +8.9% | +17.0% | -8.1% | +2.9% |
| 3Y | +31.1% | +118.5% | -87.4% | +6.6% |
| 5Y | +48.6% | +134.3% | -85.7% | +14.6% |
| 10Y | +126.1% | +377.5% | -251.3% | +31.5% |
| All | +126.1% | +369.2% | -243.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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