+17.3%
SRE vs NXT
+213.5%
-196.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | +1.8% | -9.4% | +11.2% | +2.0% |
| 30D | -3.0% | +15.1% | -18.1% | -3.5% |
| 3M | -7.3% | -9.1% | +1.9% | -7.2% |
| 6M | -11.9% | -30.3% | +18.4% | -11.2% |
| YTD | -7.9% | +9.1% | -17.0% | -9.0% |
| 1Y | -11.1% | +7.9% | -19.0% | -12.3% |
| 3Y | +24.8% | +176.5% | -151.7% | +15.8% |
| All | +17.3% | +213.5% | -196.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling