+36.4%
NOK vs SRE
-6.4%
+42.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | +9.3% | +1.5% | +7.9% | +9.2% |
| 30D | +17.9% | +0.8% | +17.0% | +17.9% |
| 3M | -22.3% | -5.8% | -16.5% | -22.4% |
| 6M | +36.4% | -7.8% | +44.2% | +32.3% |
| All | +36.4% | -6.4% | +42.7% | +32.3% |
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