+1,507.7%
SRE vs TECH
+3,710.6%
-2,202.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.7% | +0.7% | -1.4% | -0.8% |
| 3M | -6.3% | +36.3% | -42.7% | -9.9% |
| 6M | -10.7% | +25.6% | -36.2% | -13.8% |
| YTD | -3.5% | +23.7% | -27.2% | -6.9% |
| 1Y | +5.3% | +37.6% | -32.3% | -0.1% |
| 3Y | +31.8% | -6.6% | +38.4% | +29.0% |
| 5Y | +47.4% | -42.2% | +89.6% | +50.8% |
| 10Y | +120.6% | +187.6% | -67.0% | +84.7% |
| All | +1,507.7% | +3,710.6% | -2,202.9% | +1,003.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling