+31.8%
SRE vs NDAQ
+91.7%
-59.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.0% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | -3.3% | +9.9% | -13.2% | -5.7% |
| 6M | -6.4% | +8.2% | -14.6% | -8.7% |
| YTD | -1.8% | -1.5% | -0.3% | -1.2% |
| 1Y | +10.7% | +1.3% | +9.4% | +10.0% |
| 3Y | +31.8% | +92.6% | -60.8% | +3.4% |
| All | +31.8% | +91.7% | -59.9% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling