+243.5%
NEM vs SRE
+29.3%
+214.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | +7.8% | -1.7% | +9.6% | +8.1% |
| 3M | +36.3% | -7.1% | +43.3% | +39.1% |
| 6M | +6.6% | -8.4% | +14.9% | +9.2% |
| YTD | +27.1% | -3.5% | +30.7% | +27.7% |
| 1Y | +62.3% | +5.4% | +56.9% | +57.6% |
| All | +243.5% | +29.3% | +214.2% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling