+140.9%
NOK vs SRE
+4.6%
+136.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.8% |
| 7D | +11.0% | -0.8% | +11.8% | +11.0% |
| 30D | +7.8% | -3.0% | +10.9% | +8.0% |
| 3M | -21.0% | -8.3% | -12.7% | -21.1% |
| 6M | +40.9% | -8.9% | +49.8% | +41.2% |
| YTD | +72.0% | -4.3% | +76.3% | +74.4% |
| 1Y | +140.9% | +2.7% | +138.2% | +143.2% |
| All | +140.9% | +4.6% | +136.3% | +143.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling