+137.1%
NOK vs SRE
+1,553.2%
-1,416.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.5% |
| 7D | +7.3% | +1.4% | +5.8% | +6.7% |
| 30D | +13.8% | +1.9% | +11.9% | +12.8% |
| 3M | -27.0% | -3.3% | -23.7% | -26.4% |
| 6M | +37.6% | -6.4% | +44.0% | +40.4% |
| YTD | +64.6% | -1.8% | +66.4% | +64.3% |
| 1Y | +132.0% | +10.7% | +121.3% | +120.1% |
| 3Y | +183.7% | +31.8% | +151.9% | +143.1% |
| 5Y | +101.3% | +49.2% | +52.1% | +62.6% |
| 10Y | +122.4% | +118.5% | +3.9% | +44.6% |
| All | +137.1% | +1,553.2% | -1,416.1% | -21.3% |
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 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