+72.7%
NEM vs SRE
+4.7%
+68.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +23.1% | -0.7% | +23.8% | +22.8% |
| 3M | +18.5% | -6.3% | +24.8% | +19.8% |
| 6M | +7.8% | -10.7% | +18.4% | +11.1% |
| YTD | +29.1% | -3.5% | +32.6% | +29.8% |
| 1Y | +72.7% | +5.3% | +67.4% | +70.1% |
| All | +72.7% | +4.7% | +68.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling