+540.9%
NRG vs SCHG
+1,132.2%
-591.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -4.7% | -1.0% | -3.6% | -3.8% |
| 30D | -6.0% | -1.3% | -4.7% | -5.0% |
| 3M | -8.0% | +5.4% | -13.4% | -12.4% |
| 6M | -23.2% | +14.4% | -37.6% | -31.7% |
| YTD | -28.1% | +8.0% | -36.1% | -32.9% |
| 1Y | -27.3% | +12.7% | -40.0% | -34.3% |
| 3Y | +208.7% | +85.6% | +123.0% | +89.2% |
| 5Y | +197.7% | +85.5% | +112.1% | +76.0% |
| 10Y | +1,103.3% | +456.0% | +647.3% | +147.4% |
| All | +540.9% | +1,132.2% | -591.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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