+1,408.0%
SRE vs URI
+2,658.5%
-1,250.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -9.2% | -9.8% | +0.6% | -8.0% |
| 30D | -1.9% | +1.7% | -3.7% | -2.1% |
| 3M | -6.5% | -9.1% | +2.5% | -5.6% |
| 6M | -15.2% | +9.9% | -25.1% | -16.6% |
| YTD | -9.5% | +31.2% | -40.7% | -13.4% |
| 1Y | -13.2% | +25.9% | -39.1% | -16.6% |
| 3Y | +19.5% | +147.4% | -127.9% | +4.3% |
| 5Y | +43.6% | +179.7% | -136.2% | +21.7% |
| 10Y | +109.9% | +1,419.5% | -1,309.6% | +39.6% |
| All | +1,408.0% | +2,658.5% | -1,250.5% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling