+260.9%
UMC vs SRE
+1,920.4%
-1,659.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.3% |
| 7D | +6.6% | +1.4% | +5.2% | +6.0% |
| 30D | +16.6% | +1.9% | +14.7% | +15.4% |
| 3M | +11.0% | -3.3% | +14.3% | +12.3% |
| 6M | +131.3% | -6.4% | +137.7% | +135.9% |
| YTD | +182.5% | -1.8% | +184.3% | +180.7% |
| 1Y | +222.3% | +10.7% | +211.5% | +202.8% |
| 3Y | +253.0% | +31.8% | +221.2% | +195.1% |
| 5Y | +141.8% | +49.2% | +92.6% | +86.2% |
| 10Y | +1,772.2% | +118.5% | +1,653.7% | +954.4% |
| All | +260.9% | +1,920.4% | -1,659.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling