-95.2%
SNDQ vs SRE
-9.7%
-85.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | +11.6% | -0.8% | +12.5% | +11.8% |
| 30D | -45.1% | -3.0% | -42.1% | -45.4% |
| 3M | -68.6% | -8.3% | -60.3% | -68.5% |
| All | -95.2% | -9.7% | -85.5% | -95.2% |
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 · Available span rolling