+16.4%
SRE vs NXT
+208.8%
-192.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +1.2% |
| 7D | -1.1% | -6.0% | +4.9% | -0.9% |
| 30D | -4.1% | +5.4% | -9.6% | -4.4% |
| 3M | -7.3% | -9.7% | +2.4% | -7.2% |
| 6M | -14.1% | -25.3% | +11.2% | -13.7% |
| YTD | -8.5% | +7.5% | -16.0% | -9.6% |
| 1Y | -12.0% | -3.0% | -9.0% | -12.8% |
| 3Y | +23.4% | +171.4% | -148.0% | +14.5% |
| All | +16.4% | +208.8% | -192.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling