+379.0%
SRE vs URA
-50.4%
+429.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | -3.6% | -14.8% | +11.1% | -1.3% |
| 3M | -6.3% | -25.3% | +19.1% | -2.3% |
| 6M | -13.0% | -39.9% | +26.9% | -6.6% |
| YTD | -9.2% | -22.4% | +13.2% | -7.7% |
| 1Y | -13.1% | -29.0% | +15.8% | -10.5% |
| 3Y | +22.4% | +41.0% | -18.6% | +7.8% |
| 5Y | +47.1% | +38.3% | +8.8% | +26.4% |
| 10Y | +121.0% | +276.1% | -155.1% | +44.6% |
| All | +379.0% | -50.4% | +429.4% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling