-25.8%
NET vs SRE
+5.8%
-31.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.8% |
| 7D | -16.4% | -2.1% | -14.3% | -16.6% |
| 30D | -25.8% | +6.1% | -31.9% | -25.6% |
| All | -25.8% | +5.8% | -31.7% | -25.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling