+72.4%
UBER vs SRE
+66.1%
+6.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | -4.9% | -3.0% | -1.9% | -4.1% |
| 3M | +3.0% | -8.3% | +11.4% | +5.9% |
| 6M | -4.4% | -8.9% | +4.5% | -1.8% |
| YTD | -12.3% | -4.3% | -8.0% | -11.7% |
| 1Y | -24.3% | +2.7% | -27.0% | -25.9% |
| 3Y | +46.4% | +28.7% | +17.8% | +26.4% |
| 5Y | +79.7% | +47.1% | +32.5% | +43.2% |
| All | +72.4% | +66.1% | +6.3% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling