+83.6%
USB vs SRE
+120.6%
-37.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.5% | -5.6% | +5.1% | +2.4% |
| 30D | +5.7% | -4.5% | +10.2% | +8.1% |
| 3M | -4.7% | -7.7% | +3.0% | -1.1% |
| 6M | +13.4% | -14.4% | +27.8% | +22.1% |
| YTD | +17.0% | -9.4% | +26.4% | +21.4% |
| 1Y | +32.4% | -13.8% | +46.2% | +40.8% |
| 3Y | +101.7% | +22.2% | +79.5% | +71.2% |
| 5Y | +24.4% | +50.5% | -26.0% | -7.2% |
| 10Y | +83.6% | +124.1% | -40.5% | +43.0% |
| All | +83.6% | +120.6% | -37.0% | +43.0% |
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 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