+1,526.3%
SRE vs NVS
+742.3%
+784.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.5% | -15.4% | +16.8% | +6.6% |
| 30D | +0.8% | -12.3% | +13.1% | +4.5% |
| 3M | -5.8% | -7.8% | +2.0% | -4.1% |
| 6M | -7.8% | -13.0% | +5.2% | -4.4% |
| YTD | -2.4% | +2.8% | -5.1% | -4.5% |
| 1Y | +8.9% | +10.6% | -1.7% | +3.7% |
| 3Y | +31.1% | +55.1% | -24.0% | +10.2% |
| 5Y | +48.6% | +91.7% | -43.1% | +15.5% |
| 10Y | +126.1% | +181.2% | -55.1% | +55.3% |
| All | +1,526.3% | +742.3% | +784.0% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling