+1,423.6%
SRE vs TECH
+3,732.2%
-2,308.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.7% |
| YTD | -8.5% | +24.4% | -32.9% | -11.9% |
| 1Y | -12.0% | +19.3% | -31.3% | -14.8% |
| 3Y | +23.4% | +28.5% | -5.2% | +16.3% |
| 5Y | +51.3% | -41.0% | +92.3% | +54.5% |
| 10Y | +126.3% | +189.3% | -63.1% | +89.4% |
| All | +1,423.6% | +3,732.2% | -2,308.6% | +945.3% |
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