+95.7%
QQQ vs SRE
+45.6%
+50.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.6% | -0.8% | +0.3% | -0.4% |
| 30D | -1.2% | -3.0% | +1.8% | -0.6% |
| 3M | -0.2% | -8.3% | +8.1% | +1.9% |
| 6M | +17.9% | -8.9% | +26.8% | +20.3% |
| YTD | +16.6% | -4.3% | +20.9% | +17.0% |
| 1Y | +23.0% | +2.7% | +20.2% | +20.6% |
| 3Y | +92.9% | +28.7% | +64.3% | +69.0% |
| All | +95.7% | +45.6% | +50.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling