+302.3%
NEM vs SRE
+122.3%
+180.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +7.8% | -3.0% | +10.8% | +8.6% |
| 3M | +30.2% | -8.3% | +38.5% | +33.3% |
| 6M | +9.6% | -8.9% | +18.5% | +12.3% |
| YTD | +27.8% | -4.3% | +32.1% | +28.7% |
| 1Y | +60.7% | +2.7% | +58.0% | +58.1% |
| 3Y | +245.3% | +28.7% | +216.6% | +210.6% |
| 5Y | +155.3% | +47.1% | +108.2% | +120.4% |
| All | +302.3% | +122.3% | +180.0% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling