+31.0%
SRE vs NVD
-99.2%
+130.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | +0.8% | -9.3% | +10.1% | +0.8% |
| 3M | -5.8% | -22.1% | +16.3% | -5.9% |
| 6M | -7.8% | -45.8% | +38.0% | -8.2% |
| YTD | -2.4% | -46.7% | +44.4% | -2.8% |
| 1Y | +8.9% | -59.5% | +68.4% | +8.1% |
| 3Y | +31.1% | -99.2% | +130.2% | +37.7% |
| All | +31.0% | -99.2% | +130.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling