+3,321.7%
NJR vs SPY
+3,091.8%
+229.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -1.4% | +2.0% | -3.4% | -2.8% |
| 6M | -1.6% | +13.0% | -14.6% | -8.9% |
| YTD | +17.8% | +13.5% | +4.3% | +8.6% |
| 1Y | +18.4% | +20.0% | -1.6% | +5.4% |
| 3Y | +41.8% | +77.2% | -35.4% | -1.5% |
| 5Y | +70.6% | +81.9% | -11.2% | +15.2% |
| 10Y | +118.1% | +314.1% | -195.9% | -6.7% |
| All | +3,321.7% | +3,091.8% | +229.9% | +583.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling