+111.4%
SRE vs NTR
+103.7%
+7.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.3% |
| 30D | +0.8% | +21.7% | -20.9% | -3.5% |
| 3M | -5.8% | +22.8% | -28.5% | -10.1% |
| 6M | -7.8% | +8.2% | -16.0% | -10.0% |
| YTD | -2.4% | +32.9% | -35.3% | -9.3% |
| 1Y | +8.9% | +45.3% | -36.4% | -1.3% |
| 3Y | +31.1% | +41.7% | -10.6% | +17.5% |
| 5Y | +48.6% | +49.8% | -1.2% | +22.2% |
| All | +111.4% | +103.7% | +7.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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