+39.8%
NFLX vs SRE
+24.6%
+15.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.0% | +1.8% | -3.7% | -2.2% |
| 30D | -11.9% | -3.0% | -8.9% | -11.7% |
| 3M | -20.6% | -7.3% | -13.3% | -20.0% |
| 6M | -29.0% | -11.9% | -17.1% | -28.1% |
| YTD | -33.7% | -7.9% | -25.8% | -33.1% |
| 1Y | -46.2% | -11.1% | -35.0% | -45.5% |
| 3Y | +39.8% | +24.8% | +15.0% | +45.1% |
| All | +39.8% | +24.6% | +15.2% | +45.1% |
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