+1,507.7%
SRE vs NSC
+1,959.6%
-451.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.3% | -5.5% | +5.2% | +1.2% |
| 30D | -0.7% | -3.2% | +2.5% | +0.1% |
| 3M | -6.3% | +7.7% | -14.0% | -8.3% |
| 6M | -10.7% | +4.5% | -15.2% | -12.0% |
| YTD | -3.5% | +15.6% | -19.0% | -7.5% |
| 1Y | +5.3% | +19.8% | -14.5% | -0.2% |
| 3Y | +31.8% | +70.1% | -38.3% | +12.3% |
| 5Y | +47.4% | +46.1% | +1.2% | +29.7% |
| 10Y | +120.6% | +328.1% | -207.5% | +45.6% |
| All | +1,507.7% | +1,959.6% | -451.9% | +595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling