+1,972.6%
NOW vs SRE
+252.2%
+1,720.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -3.0% | -9.2% | +6.2% | -0.3% |
| 30D | -26.0% | -1.9% | -24.1% | -25.8% |
| 3M | -13.1% | -6.5% | -6.6% | -11.8% |
| 6M | +14.5% | -15.2% | +29.8% | +18.9% |
| YTD | -33.4% | -9.5% | -24.0% | -32.8% |
| 1Y | -40.6% | -13.2% | -27.4% | -39.3% |
| 3Y | -16.3% | +19.5% | -35.8% | -25.7% |
| 5Y | -26.3% | +43.6% | -69.9% | -39.2% |
| 10Y | +512.7% | +109.9% | +402.8% | +334.3% |
| All | +1,972.6% | +252.2% | +1,720.4% | +1,142.0% |
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