-18.6%
NRG vs S
+10.1%
-28.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.4% |
| 7D | +7.1% | -7.7% | +14.8% | +7.0% |
| 30D | -1.4% | -5.3% | +3.9% | -1.5% |
| 3M | -10.5% | +20.3% | -30.7% | -11.5% |
| 6M | -26.7% | +47.4% | -74.1% | -28.9% |
| YTD | -24.5% | +32.5% | -57.1% | -26.1% |
| 1Y | -18.6% | +9.5% | -28.1% | -17.2% |
| All | -18.6% | +10.1% | -28.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling