+240.3%
UMC vs SRE
+4.6%
+235.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.2% |
| 7D | +9.0% | -0.8% | +9.8% | +8.9% |
| 30D | +17.2% | -3.0% | +20.2% | +16.6% |
| 3M | +11.4% | -8.3% | +19.7% | +9.3% |
| 6M | +137.5% | -8.9% | +146.4% | +132.9% |
| YTD | +193.1% | -4.3% | +197.4% | +187.4% |
| 1Y | +240.3% | +2.7% | +237.6% | +231.9% |
| All | +240.3% | +4.6% | +235.7% | +231.9% |
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