+1,449.6%
NET vs SRE
+46.9%
+1,402.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | -4.8% | -0.7% | -4.1% | -4.9% |
| 3M | +3.8% | -6.3% | +10.1% | +5.3% |
| 6M | +50.0% | -10.7% | +60.7% | +53.5% |
| YTD | +41.5% | -3.5% | +44.9% | +41.4% |
| 1Y | +32.8% | +5.3% | +27.5% | +28.9% |
| 3Y | +335.9% | +31.8% | +304.1% | +288.5% |
| 5Y | +113.8% | +47.4% | +66.5% | +89.0% |
| All | +1,449.6% | +46.9% | +1,402.7% | +1,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling