+51.3%
SRE vs NDAQ
+68.2%
-16.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | -4.1% | +16.2% | -20.3% | -8.2% |
| 3M | -7.3% | +14.0% | -21.3% | -10.8% |
| 6M | -14.1% | +22.3% | -36.4% | -19.4% |
| YTD | -8.5% | +13.0% | -21.5% | -12.3% |
| 1Y | -12.0% | +24.0% | -36.0% | -18.6% |
| 3Y | +23.4% | +117.1% | -93.7% | -7.5% |
| 5Y | +51.3% | +67.5% | -16.2% | +23.0% |
| All | +51.3% | +68.2% | -16.9% | +23.0% |
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