+118.2%
SRE vs TECH
+189.9%
-71.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | -8.3% | +33.7% | -42.0% | -12.4% |
| 6M | -8.9% | +34.9% | -43.8% | -13.9% |
| YTD | -4.3% | +23.2% | -27.4% | -8.5% |
| 1Y | +2.7% | +36.3% | -33.6% | -4.0% |
| 3Y | +28.7% | +2.3% | +26.4% | +23.3% |
| 5Y | +47.1% | -42.9% | +90.0% | +54.0% |
| All | +118.2% | +189.9% | -71.7% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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