+118.2%
SRE vs UUUU
+465.5%
-347.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.5% |
| 7D | -0.8% | -10.5% | +9.7% | -0.2% |
| 30D | -3.0% | -10.5% | +7.5% | -2.5% |
| 3M | -8.3% | -14.1% | +5.8% | -7.8% |
| 6M | -8.9% | -35.5% | +26.6% | -7.4% |
| YTD | -4.3% | -10.9% | +6.7% | -5.5% |
| 1Y | +2.7% | +3.4% | -0.6% | -0.8% |
| 3Y | +28.7% | +73.1% | -44.5% | +16.2% |
| 5Y | +47.1% | +87.1% | -40.0% | +27.9% |
| All | +118.2% | +465.5% | -347.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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