-7.7%
SRE vs NVS
+37.6%
-45.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -3.3% |
| 7D | -2.1% | +5.7% | -7.8% | -2.7% |
| 30D | +6.1% | +17.1% | -11.0% | +4.2% |
| 3M | -3.5% | +7.6% | -11.2% | -5.3% |
| 6M | -10.8% | +14.1% | -24.9% | -13.8% |
| YTD | -4.0% | +23.3% | -27.3% | -9.1% |
| 1Y | -7.7% | +36.0% | -43.6% | -13.9% |
| All | -7.7% | +37.6% | -45.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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