+102.8%
NOK vs SRE
+46.9%
+55.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +12.5% | -1.7% | +14.2% | +12.9% |
| 3M | -20.7% | -7.1% | -13.7% | -19.4% |
| 6M | +36.2% | -8.4% | +44.5% | +38.8% |
| YTD | +64.1% | -3.5% | +67.7% | +64.6% |
| 1Y | +132.4% | +5.4% | +127.0% | +126.3% |
| 3Y | +182.9% | +29.5% | +153.3% | +141.7% |
| 5Y | +102.8% | +48.3% | +54.5% | +66.6% |
| All | +102.8% | +46.9% | +55.9% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling