+45.5%
SRE vs NUE
+146.6%
-101.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -3.0% | -4.6% | +1.6% | -2.4% |
| 3M | -8.3% | -0.3% | -8.0% | -8.5% |
| 6M | -8.9% | +51.9% | -60.8% | -15.0% |
| YTD | -4.3% | +60.0% | -64.3% | -11.5% |
| 1Y | +2.7% | +82.9% | -80.2% | -7.3% |
| 3Y | +28.7% | +66.0% | -37.3% | +15.5% |
| All | +45.5% | +146.6% | -101.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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