+1,343.6%
NRG vs SGI
+2,032.3%
-688.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | +3.9% | +0.6% | +3.2% | +3.7% |
| 30D | -3.0% | +5.5% | -8.5% | -4.1% |
| 3M | -10.9% | -3.6% | -7.3% | -10.6% |
| 6M | -25.3% | -15.0% | -10.3% | -23.1% |
| YTD | -26.8% | -23.0% | -3.8% | -23.3% |
| 1Y | -23.3% | -18.4% | -4.9% | -20.9% |
| 3Y | +208.6% | +57.8% | +150.8% | +175.4% |
| 5Y | +194.1% | +51.5% | +142.7% | +157.2% |
| 10Y | +1,123.6% | +275.2% | +848.4% | +702.2% |
| All | +1,343.6% | +2,032.3% | -688.7% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling