+120.0%
SRE vs URI
+1,233.8%
-1,113.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -1.7% | -13.4% | +11.6% | +0.5% |
| 3M | -7.1% | -6.2% | -0.9% | -6.4% |
| 6M | -8.4% | +28.0% | -36.3% | -13.1% |
| YTD | -3.5% | +23.0% | -26.5% | -8.3% |
| 1Y | +5.4% | +5.5% | -0.1% | +2.8% |
| 3Y | +29.5% | +119.2% | -89.7% | +8.8% |
| 5Y | +48.3% | +201.0% | -152.7% | +15.0% |
| All | +120.0% | +1,233.8% | -1,113.8% | +40.5% |
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