+28.4%
SRE vs NVD
-99.1%
+127.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -0.8% | +10.8% | -11.7% | -0.8% |
| 30D | -3.0% | +0.8% | -3.8% | -3.0% |
| 3M | -8.3% | -20.8% | +12.5% | -8.4% |
| 6M | -8.9% | -41.2% | +32.2% | -9.3% |
| YTD | -4.3% | -44.2% | +39.9% | -4.7% |
| 1Y | +2.7% | -54.2% | +56.9% | +2.1% |
| 3Y | +28.7% | -99.1% | +127.8% | +35.3% |
| All | +28.4% | -99.1% | +127.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling