+45.5%
SRE vs NSC
+42.7%
+2.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | -3.0% | -4.5% | +1.5% | -1.6% |
| 3M | -8.3% | +3.5% | -11.9% | -9.7% |
| 6M | -8.9% | +8.5% | -17.4% | -11.9% |
| YTD | -4.3% | +12.3% | -16.6% | -8.7% |
| 1Y | +2.7% | +18.9% | -16.2% | -4.0% |
| 3Y | +28.7% | +74.1% | -45.5% | +2.0% |
| All | +45.5% | +42.7% | +2.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling