+1,494.3%
SRE vs NTRS
+817.1%
+677.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | -3.0% | -0.7% | -2.4% | -2.9% |
| 3M | -8.3% | +11.3% | -19.6% | -11.2% |
| 6M | -8.9% | +35.5% | -44.4% | -16.7% |
| YTD | -4.3% | +40.6% | -44.9% | -13.7% |
| 1Y | +2.7% | +49.2% | -46.5% | -9.0% |
| 3Y | +28.7% | +167.2% | -138.6% | -4.1% |
| 5Y | +47.1% | +94.9% | -47.8% | +16.9% |
| 10Y | +121.7% | +259.5% | -137.8% | +43.1% |
| All | +1,494.3% | +817.1% | +677.2% | +698.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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