+48.6%
SRE vs NDAQ
+52.5%
-3.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.5% | -1.6% | +3.0% | +1.9% |
| 30D | +0.8% | -1.5% | +2.3% | +1.2% |
| 3M | -5.8% | +8.0% | -13.8% | -8.2% |
| 6M | -7.8% | +7.7% | -15.5% | -10.4% |
| YTD | -2.4% | -2.3% | 0.0% | -2.3% |
| 1Y | +8.9% | +0.6% | +8.3% | +7.6% |
| 3Y | +31.1% | +90.9% | -59.8% | +2.5% |
| 5Y | +48.6% | +52.5% | -3.8% | +21.2% |
| All | +48.6% | +52.5% | -3.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling