+48.6%
SRE vs TECH
-42.1%
+90.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | +0.8% | +0.3% | +0.5% | +0.8% |
| 3M | -5.8% | +32.9% | -38.7% | -9.1% |
| 6M | -7.8% | +32.1% | -39.9% | -11.5% |
| YTD | -2.4% | +23.4% | -25.7% | -5.8% |
| 1Y | +8.9% | +34.1% | -25.2% | +3.3% |
| 3Y | +31.1% | +2.2% | +28.9% | +26.3% |
| 5Y | +48.6% | -41.8% | +90.4% | +50.1% |
| All | +48.6% | -42.1% | +90.8% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling