+101.0%
SRE vs NVT
+712.1%
-611.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | 0.0% |
| 7D | +1.5% | +7.0% | -5.5% | -0.1% |
| 30D | +0.8% | -2.3% | +3.2% | +1.1% |
| 3M | -5.8% | -3.1% | -2.7% | -6.1% |
| 6M | -7.8% | +47.0% | -54.8% | -17.6% |
| YTD | -2.4% | +56.2% | -58.6% | -14.4% |
| 1Y | +8.9% | +74.5% | -65.6% | -7.9% |
| 3Y | +31.1% | +184.0% | -152.9% | -7.6% |
| 5Y | +48.6% | +410.8% | -362.2% | -14.6% |
| All | +101.0% | +712.1% | -611.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling