+36.4%
UPS vs SRE
+122.3%
-85.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.0% | -0.8% | -1.1% | -1.7% |
| 30D | -2.0% | -3.0% | +1.0% | -1.2% |
| 3M | -6.2% | -8.3% | +2.1% | -3.8% |
| 6M | +2.8% | -8.9% | +11.7% | +5.5% |
| YTD | +5.9% | -4.3% | +10.2% | +6.8% |
| 1Y | +26.2% | +2.7% | +23.5% | +24.3% |
| 3Y | -26.0% | +28.7% | -54.7% | -34.1% |
| 5Y | -34.3% | +47.1% | -81.4% | -44.3% |
| All | +36.4% | +122.3% | -85.9% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling