+32.0%
SRE vs NXT
+96.6%
-64.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.7% |
| 7D | +1.4% | +2.9% | -1.4% | +1.3% |
| 30D | +1.9% | -17.2% | +19.1% | +2.4% |
| 3M | -3.3% | -32.0% | +28.7% | -2.3% |
| 6M | -6.4% | -15.8% | +9.3% | -6.4% |
| YTD | -1.8% | -1.9% | +0.1% | -2.6% |
| 1Y | +10.7% | +22.5% | -11.7% | +8.7% |
| All | +32.0% | +96.6% | -64.7% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling