-42.5%
NOW vs SRE
-14.1%
-28.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.4% |
| 7D | -8.7% | -8.2% | -0.6% | -14.5% |
| 30D | -29.3% | -3.6% | -25.6% | -31.0% |
| 3M | -21.8% | -6.3% | -15.6% | -25.0% |
| 6M | +9.2% | -13.0% | +22.3% | 0.0% |
| YTD | -35.0% | -9.2% | -25.8% | -39.3% |
| 1Y | -42.5% | -13.1% | -29.4% | -46.6% |
| All | -42.5% | -14.1% | -28.5% | -46.6% |
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 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