+115.0%
UMC vs SRE
-7.5%
+122.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.6% |
| 7D | -14.7% | -2.1% | -12.6% | -15.0% |
| 30D | -32.9% | +6.1% | -38.9% | -32.2% |
| 3M | -22.2% | -3.5% | -18.6% | -23.2% |
| 6M | +25.9% | -10.8% | +36.7% | +20.7% |
| YTD | +107.9% | -4.0% | +111.9% | +105.2% |
| 1Y | +115.0% | -7.7% | +122.7% | +114.3% |
| All | +115.0% | -7.5% | +122.5% | +114.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling