-12.0%
SRE vs URA
-29.1%
+17.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.0% |
| 7D | -1.1% | +4.5% | -5.5% | -1.1% |
| 30D | -4.1% | -13.4% | +9.3% | -4.0% |
| 3M | -7.3% | -28.4% | +21.1% | -6.9% |
| 6M | -14.1% | -40.5% | +26.3% | -13.3% |
| YTD | -8.5% | -24.3% | +15.8% | -9.6% |
| 1Y | -12.0% | -28.8% | +16.8% | -12.9% |
| All | -12.0% | -29.1% | +17.1% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling