-49.7%
NRG vs SGI
-10.7%
-39.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.8% | -20.3% | -14.8% |
| 7D | -13.7% | +12.1% | -25.8% | -16.1% |
| 30D | -13.6% | +12.1% | -25.6% | -16.1% |
| 3M | -28.5% | +0.4% | -28.9% | -28.6% |
| 6M | -45.8% | -4.0% | -41.8% | -45.7% |
| YTD | -46.9% | -21.2% | -25.7% | -45.8% |
| 1Y | -49.7% | -12.1% | -37.6% | -47.7% |
| All | -49.7% | -10.7% | -39.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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