+2,771.1%
NOW vs SRE
+275.5%
+2,495.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +20.5% | -0.7% | +21.2% | +20.6% |
| 3M | +18.3% | -6.3% | +24.7% | +20.0% |
| 6M | +24.1% | -10.7% | +34.7% | +26.8% |
| YTD | -7.8% | -3.5% | -4.3% | -8.4% |
| 1Y | -21.4% | +5.3% | -26.7% | -24.4% |
| 3Y | +19.5% | +31.8% | -12.3% | +3.0% |
| 5Y | +4.1% | +47.4% | -43.3% | -14.3% |
| 10Y | +826.4% | +120.6% | +705.9% | +549.0% |
| All | +2,771.1% | +275.5% | +2,495.7% | +1,594.2% |
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