+1,924.6%
NOW vs SRE
+253.1%
+1,671.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -8.7% | -8.2% | -0.6% | -6.5% |
| 30D | -29.3% | -3.6% | -25.6% | -28.7% |
| 3M | -21.8% | -6.3% | -15.6% | -20.7% |
| 6M | +9.2% | -13.0% | +22.3% | +12.6% |
| YTD | -35.0% | -9.2% | -25.8% | -34.4% |
| 1Y | -42.5% | -13.1% | -29.4% | -41.2% |
| 3Y | -21.5% | +22.4% | -44.0% | -31.0% |
| 5Y | -25.8% | +47.1% | -72.9% | -39.3% |
| 10Y | +506.3% | +121.0% | +385.4% | +322.6% |
| All | +1,924.6% | +253.1% | +1,671.5% | +1,112.4% |
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