+14.5%
NET vs SRE
-7.5%
+21.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -3.3% |
| 7D | -16.4% | -2.1% | -14.3% | -16.8% |
| 30D | -25.8% | +6.1% | -31.9% | -24.7% |
| 3M | -11.5% | -3.5% | -8.0% | -11.9% |
| 6M | +18.9% | -10.8% | +29.7% | +18.3% |
| YTD | +35.2% | -4.0% | +39.2% | +30.9% |
| 1Y | +14.5% | -7.7% | +22.1% | +11.1% |
| All | +14.5% | -7.5% | +21.9% | +11.1% |
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