+193.5%
NRG vs SGI
+47.3%
+146.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -4.7% | -4.5% | -0.2% | -3.3% |
| 30D | -6.0% | +4.2% | -10.1% | -7.2% |
| 3M | -8.0% | -7.4% | -0.5% | -6.3% |
| 6M | -23.2% | -15.1% | -8.1% | -20.1% |
| YTD | -28.1% | -24.7% | -3.4% | -22.7% |
| 1Y | -27.3% | -21.8% | -5.5% | -23.2% |
| 3Y | +208.7% | +50.0% | +158.6% | +168.3% |
| All | +193.5% | +47.3% | +146.1% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling