+1,535.1%
SRE vs NI
+1,108.2%
+426.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | +1.4% | +2.3% | -0.9% | 0.0% |
| 30D | +1.9% | -1.7% | +3.6% | +3.0% |
| 3M | -3.3% | -8.0% | +4.7% | +1.9% |
| 6M | -6.4% | -8.6% | +2.2% | -1.0% |
| YTD | -1.8% | +2.3% | -4.2% | -3.3% |
| 1Y | +10.7% | +6.9% | +3.8% | +6.1% |
| 3Y | +31.8% | +70.6% | -38.8% | -5.9% |
| 5Y | +49.2% | +96.4% | -47.2% | -2.4% |
| 10Y | +118.5% | +136.1% | -17.6% | +26.1% |
| All | +1,535.1% | +1,108.2% | +426.9% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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