+22.8%
SRE vs NXT
+168.4%
-145.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | -1.7% | -22.4% | +20.7% | -1.0% |
| 3M | -7.1% | -27.3% | +20.3% | -6.3% |
| 6M | -8.4% | -28.5% | +20.1% | -7.8% |
| YTD | -3.5% | -6.6% | +3.1% | -4.1% |
| 1Y | +5.4% | +20.4% | -15.0% | +3.5% |
| 3Y | +29.5% | +90.9% | -61.4% | +21.9% |
| All | +22.8% | +168.4% | -145.6% | +13.7% |
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