+48.3%
SRE vs TENB
-32.3%
+80.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.9% |
| 7D | -0.7% | -7.1% | +6.5% | -0.2% |
| 30D | -1.7% | -15.4% | +13.6% | -0.9% |
| 3M | -7.1% | +19.5% | -26.6% | -8.8% |
| 6M | -8.4% | +54.8% | -63.2% | -12.2% |
| YTD | -3.5% | +36.1% | -39.6% | -6.6% |
| 1Y | +5.4% | +7.0% | -1.6% | +4.4% |
| 3Y | +29.5% | -27.6% | +57.1% | +31.5% |
| 5Y | +48.3% | -30.5% | +78.8% | +42.9% |
| All | +48.3% | -32.3% | +80.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling