+23.9%
SRE vs TECH
+29.5%
-5.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -4.1% | +0.5% | -4.6% | -4.2% |
| 3M | -7.3% | +1.0% | -8.3% | -7.4% |
| 6M | -14.1% | +54.1% | -68.2% | -17.9% |
| YTD | -8.5% | +24.4% | -32.9% | -11.3% |
| 1Y | -12.0% | +19.3% | -31.3% | -14.3% |
| All | +23.9% | +29.5% | -5.6% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling