+1,464.0%
NRG vs SRE
+1,153.6%
+310.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | -6.8% | -1.7% | -5.1% | -6.1% |
| 3M | -7.1% | -7.1% | -0.1% | -2.6% |
| 6M | -27.6% | -8.4% | -19.2% | -23.1% |
| YTD | -29.2% | -3.5% | -25.7% | -27.5% |
| 1Y | -29.9% | +5.4% | -35.3% | -32.7% |
| 3Y | +198.7% | +29.5% | +169.1% | +136.7% |
| 5Y | +192.9% | +48.3% | +144.6% | +107.0% |
| 10Y | +1,084.1% | +123.5% | +960.7% | +464.5% |
| All | +1,464.0% | +1,153.6% | +310.4% | +189.4% |
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