+45.5%
SRE vs NVT
+419.5%
-374.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.5% |
| 7D | -0.8% | +4.1% | -4.9% | -1.5% |
| 30D | -3.0% | -5.1% | +2.1% | -2.4% |
| 3M | -8.3% | -1.2% | -7.1% | -8.7% |
| 6M | -8.9% | +46.6% | -55.5% | -15.9% |
| YTD | -4.3% | +60.0% | -64.3% | -13.3% |
| 1Y | +2.7% | +70.8% | -68.1% | -8.7% |
| 3Y | +28.7% | +187.5% | -158.9% | -2.8% |
| All | +45.5% | +419.5% | -374.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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