+6.8%
NOW vs SRE
+47.8%
-41.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +20.5% | -0.7% | +21.2% | +20.5% |
| 3M | +18.3% | -6.3% | +24.7% | +19.4% |
| 6M | +24.1% | -10.7% | +34.7% | +25.9% |
| YTD | -7.8% | -3.5% | -4.3% | -8.7% |
| 1Y | -21.4% | +5.3% | -26.7% | -24.5% |
| 3Y | +19.5% | +31.8% | -12.3% | +1.2% |
| All | +6.8% | +47.8% | -41.0% | -13.6% |
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