+18.9%
NET vs SRE
-10.6%
+29.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -4.0% |
| 7D | -16.4% | -2.1% | -14.3% | -17.2% |
| 30D | -25.8% | +6.1% | -31.9% | -23.5% |
| 3M | -11.5% | -3.5% | -8.0% | -12.5% |
| 6M | +18.9% | -10.8% | +29.7% | +13.6% |
| All | +18.9% | -10.6% | +29.5% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling