+121.0%
SRE vs URI
+1,189.1%
-1,068.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -8.2% | -6.0% | -2.2% | -7.2% |
| 30D | -3.6% | +4.6% | -8.2% | -4.5% |
| 3M | -6.3% | -2.7% | -3.6% | -6.1% |
| 6M | -13.0% | +18.4% | -31.4% | -16.1% |
| YTD | -9.2% | +37.4% | -46.6% | -15.7% |
| 1Y | -13.1% | +30.4% | -43.5% | -18.5% |
| 3Y | +22.4% | +147.9% | -125.5% | -0.2% |
| 5Y | +47.1% | +202.1% | -154.9% | +12.8% |
| 10Y | +121.0% | +1,182.4% | -1,061.5% | +42.6% |
| All | +121.0% | +1,189.1% | -1,068.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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