+322.4%
NET vs SRE
+25.6%
+296.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -16.4% | -2.1% | -14.3% | -16.1% |
| 30D | -25.8% | +6.1% | -31.9% | -26.6% |
| 3M | -11.5% | -3.5% | -8.0% | -11.1% |
| 6M | +18.9% | -10.8% | +29.7% | +21.5% |
| YTD | +35.2% | -4.0% | +39.2% | +34.6% |
| 1Y | +14.5% | -7.7% | +22.1% | +15.2% |
| All | +322.4% | +25.6% | +296.8% | +283.1% |
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 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