+253.9%
UMC vs SRE
+29.3%
+224.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +11.4% | -0.7% | +12.1% | +11.4% |
| 30D | +16.8% | -1.7% | +18.5% | +16.9% |
| 3M | +19.1% | -7.1% | +26.2% | +19.7% |
| 6M | +137.4% | -8.4% | +145.8% | +138.5% |
| YTD | +186.4% | -3.5% | +189.9% | +185.2% |
| 1Y | +229.1% | +5.4% | +223.7% | +222.9% |
| All | +253.9% | +29.3% | +224.6% | +225.0% |
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