+1,434.4%
SRE vs TECH
+3,734.3%
-2,299.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +0.5% | -3.5% | -3.0% |
| 3M | -7.3% | +1.1% | -8.3% | -7.4% |
| 6M | -11.9% | +62.8% | -74.7% | -17.1% |
| YTD | -7.9% | +24.5% | -32.3% | -11.2% |
| 1Y | -11.1% | +20.6% | -31.8% | -14.1% |
| 3Y | +24.8% | +29.5% | -4.7% | +17.6% |
| 5Y | +52.4% | -40.9% | +93.3% | +55.6% |
| 10Y | +127.9% | +189.5% | -61.6% | +90.7% |
| All | +1,434.4% | +3,734.3% | -2,299.9% | +952.7% |
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