+121.2%
NJR vs SPY
+318.9%
-197.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -0.7% | -2.0% | +1.3% | +0.6% |
| 30D | -2.6% | -1.7% | -0.9% | -1.5% |
| 3M | -3.6% | +4.7% | -8.3% | -6.9% |
| 6M | -0.1% | +12.5% | -12.6% | -8.6% |
| YTD | +17.7% | +11.7% | +6.0% | +7.9% |
| 1Y | +18.2% | +17.5% | +0.7% | +4.1% |
| 3Y | +42.3% | +76.6% | -34.3% | -11.1% |
| 5Y | +76.0% | +82.0% | -6.1% | +4.8% |
| All | +121.2% | +318.9% | -197.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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