+13.5%
U vs SRE
+33.0%
-19.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +4.5% | +1.4% | +3.0% | +4.0% |
| 30D | -0.6% | +1.9% | -2.5% | -1.3% |
| 3M | +48.4% | -3.3% | +51.7% | +49.3% |
| 6M | +115.4% | -6.4% | +121.8% | +118.3% |
| YTD | -3.2% | -1.8% | -1.4% | -4.8% |
| 1Y | -6.0% | +10.7% | -16.8% | -14.1% |
| 3Y | +13.5% | +31.8% | -18.3% | -9.7% |
| All | +13.5% | +33.0% | -19.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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