+409.3%
SRE vs URA
-31.1%
+440.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -0.7% | +7.4% | -8.1% | -2.1% |
| 3M | -6.3% | -8.4% | +2.1% | -5.6% |
| 6M | -10.7% | -12.7% | +2.1% | -9.7% |
| YTD | -3.5% | +7.8% | -11.3% | -6.6% |
| 1Y | +5.3% | +19.5% | -14.2% | -0.9% |
| 3Y | +31.8% | +116.4% | -84.6% | +8.1% |
| 5Y | +47.4% | +134.3% | -86.9% | +15.0% |
| 10Y | +120.6% | +359.3% | -238.7% | +40.5% |
| All | +409.3% | -31.1% | +440.4% | +320.3% |
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