+22.9%
SRE vs NXT
+178.8%
-155.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | -0.7% | -15.3% | +14.6% | -0.3% |
| 3M | -6.3% | -43.8% | +37.5% | -4.7% |
| 6M | -10.7% | -18.7% | +8.0% | -10.5% |
| YTD | -3.5% | -3.0% | -0.5% | -4.2% |
| 1Y | +5.3% | +22.7% | -17.4% | +3.4% |
| 3Y | +31.8% | +95.9% | -64.1% | +23.9% |
| All | +22.9% | +178.8% | -155.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling