-7.7%
SRE vs NVD
-27.4%
+19.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.3% | -3.0% |
| 7D | -2.1% | +15.0% | -17.1% | -2.5% |
| 30D | +6.1% | +39.3% | -33.2% | +5.1% |
| 3M | -3.5% | +3.1% | -6.7% | -3.8% |
| 6M | -10.8% | -19.0% | +8.2% | -10.6% |
| YTD | -4.0% | -35.5% | +31.5% | -4.3% |
| 1Y | -7.7% | -30.2% | +22.5% | -8.6% |
| All | -7.7% | -27.4% | +19.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling