+41.5%
NU vs SRE
+53.2%
-11.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -4.9% | -0.8% | -4.0% | -4.6% |
| 30D | +7.8% | -3.0% | +10.8% | +8.6% |
| 3M | +20.9% | -8.3% | +29.2% | +23.9% |
| 6M | +0.9% | -8.9% | +9.8% | +3.5% |
| YTD | -12.7% | -4.3% | -8.4% | -12.3% |
| 1Y | -6.4% | +2.7% | -9.1% | -8.6% |
| 3Y | +98.1% | +28.7% | +69.4% | +65.0% |
| All | +41.5% | +53.2% | -11.6% | +15.2% |
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 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