+407.8%
SRE vs UUUU
-92.0%
+499.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +1.5% | +1.8% | -0.4% | +1.4% |
| 30D | +0.8% | +1.8% | -1.0% | +0.7% |
| 3M | -5.8% | +1.3% | -7.0% | -6.1% |
| 6M | -7.8% | -26.8% | +19.0% | -7.3% |
| YTD | -2.4% | +0.1% | -2.4% | -3.4% |
| 1Y | +8.9% | +11.2% | -2.3% | +6.7% |
| 3Y | +31.1% | +97.7% | -66.6% | +23.8% |
| 5Y | +48.6% | +127.3% | -78.7% | +37.6% |
| 10Y | +126.1% | +532.6% | -406.5% | +94.7% |
| All | +407.8% | -92.0% | +499.8% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling