+1,569.6%
QQQ vs SRE
+2,076.5%
-507.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | -0.6% | +1.9% | -2.5% | -1.5% |
| 3M | +0.4% | -3.3% | +3.7% | +1.2% |
| 6M | +20.1% | -6.4% | +26.5% | +22.1% |
| YTD | +17.2% | -1.8% | +19.0% | +16.9% |
| 1Y | +24.7% | +10.7% | +13.9% | +18.8% |
| 3Y | +96.2% | +31.8% | +64.4% | +71.0% |
| 5Y | +94.4% | +49.2% | +45.2% | +60.5% |
| 10Y | +556.7% | +118.5% | +438.2% | +349.4% |
| All | +1,569.6% | +2,076.5% | -507.0% | +514.1% |
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 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