+85.6%
SRE vs TENB
-9.4%
+95.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.2% |
| 7D | -0.8% | -12.1% | +11.3% | +0.5% |
| 30D | -3.0% | -18.6% | +15.6% | -1.1% |
| 3M | -8.3% | +12.1% | -20.4% | -10.4% |
| 6M | -8.9% | +46.8% | -55.7% | -14.3% |
| YTD | -4.3% | +28.0% | -32.2% | -8.7% |
| 1Y | +2.7% | -1.4% | +4.1% | +1.3% |
| 3Y | +28.7% | -33.9% | +62.6% | +31.6% |
| 5Y | +47.1% | -34.6% | +81.8% | +44.7% |
| All | +85.6% | -9.4% | +95.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling