+81.9%
UBER vs SRE
+46.9%
+35.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -7.6% | -1.7% | -5.9% | -7.4% |
| 3M | +5.8% | -7.1% | +12.8% | +7.2% |
| 6M | +0.3% | -8.4% | +8.6% | +1.8% |
| YTD | -11.2% | -3.5% | -7.7% | -11.0% |
| 1Y | -23.0% | +5.4% | -28.4% | -24.4% |
| 3Y | +53.6% | +29.5% | +24.1% | +38.8% |
| 5Y | +81.9% | +48.3% | +33.6% | +58.7% |
| All | +81.9% | +46.9% | +35.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling