+1,507.7%
SRE vs URI
+2,539.0%
-1,031.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | -0.7% | -12.9% | +12.2% | +0.9% |
| 3M | -6.3% | -6.7% | +0.4% | -5.7% |
| 6M | -10.7% | +19.0% | -29.6% | -13.2% |
| YTD | -3.5% | +25.5% | -29.0% | -7.1% |
| 1Y | +5.3% | +5.5% | -0.2% | +3.4% |
| 3Y | +31.8% | +111.3% | -79.5% | +17.3% |
| 5Y | +47.4% | +198.6% | -151.2% | +23.9% |
| 10Y | +120.6% | +1,179.9% | -1,059.4% | +49.6% |
| All | +1,507.7% | +2,539.0% | -1,031.3% | +705.2% |
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