+29.7%
SRE vs UUUU
+83.7%
-54.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -1.0% |
| 7D | -0.7% | -5.0% | +4.3% | -0.6% |
| 30D | -1.7% | -7.8% | +6.0% | -1.6% |
| 3M | -7.1% | -0.4% | -6.6% | -7.3% |
| 6M | -8.4% | -32.9% | +24.5% | -7.7% |
| YTD | -3.5% | -6.3% | +2.7% | -4.6% |
| 1Y | +5.4% | +7.9% | -2.5% | +2.6% |
| All | +29.7% | +83.7% | -54.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling