-7.7%
SRE vs NSC
+24.4%
-32.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -2.1% | +1.8% | -3.9% | -2.5% |
| 30D | +6.1% | +8.8% | -2.8% | +4.1% |
| 3M | -3.5% | +1.2% | -4.8% | -3.9% |
| 6M | -10.8% | +11.3% | -22.1% | -13.6% |
| YTD | -4.0% | +20.7% | -24.7% | -8.2% |
| 1Y | -7.7% | +23.4% | -31.1% | -12.3% |
| All | -7.7% | +24.4% | -32.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling