+1,526.3%
SRE vs NUE
+4,416.8%
-2,890.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | +0.8% | -6.1% | +6.9% | +2.0% |
| 3M | -5.8% | +1.7% | -7.4% | -6.5% |
| 6M | -7.8% | +53.1% | -60.9% | -16.1% |
| YTD | -2.4% | +59.0% | -61.4% | -12.0% |
| 1Y | +8.9% | +85.3% | -76.4% | -5.2% |
| 3Y | +31.1% | +63.2% | -32.2% | +14.6% |
| 5Y | +48.6% | +146.8% | -98.2% | +14.9% |
| 10Y | +126.1% | +584.3% | -458.2% | +32.9% |
| All | +1,526.3% | +4,416.8% | -2,890.5% | +541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling