+118.2%
SRE vs NDAQ
+368.2%
-250.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.8% | -5.6% | +4.7% | +1.4% |
| 30D | -3.0% | -4.4% | +1.3% | -1.3% |
| 3M | -8.3% | +5.9% | -14.2% | -11.0% |
| 6M | -8.9% | +7.7% | -16.7% | -12.7% |
| YTD | -4.3% | -5.2% | +0.9% | -3.8% |
| 1Y | +2.7% | -3.4% | +6.1% | +2.1% |
| 3Y | +28.7% | +85.6% | -57.0% | -6.2% |
| 5Y | +47.1% | +49.5% | -2.3% | +16.1% |
| All | +118.2% | +368.2% | -250.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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