+46.6%
SRE vs UUUU
+88.5%
-41.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.9% |
| 7D | -0.7% | -5.0% | +4.3% | -0.4% |
| 30D | -1.7% | -7.8% | +6.0% | -1.5% |
| 3M | -7.1% | -0.4% | -6.6% | -7.4% |
| 6M | -8.4% | -32.9% | +24.5% | -7.1% |
| YTD | -3.5% | -6.3% | +2.7% | -5.2% |
| 1Y | +5.4% | +7.9% | -2.5% | +1.3% |
| 3Y | +29.5% | +85.2% | -55.7% | +15.1% |
| All | +46.6% | +88.5% | -41.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling