+1,065.2%
NRG vs SIRI
-10.2%
+1,075.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -4.7% | +0.6% | -5.2% | -4.8% |
| 30D | -6.0% | +2.5% | -8.5% | -6.5% |
| 3M | -8.0% | +6.6% | -14.6% | -9.6% |
| 6M | -23.2% | +32.9% | -56.0% | -28.1% |
| YTD | -28.1% | +50.5% | -78.5% | -34.7% |
| 1Y | -27.3% | +28.0% | -55.2% | -31.9% |
| 3Y | +208.7% | -22.4% | +231.1% | +205.0% |
| 5Y | +197.7% | -41.3% | +238.9% | +201.3% |
| All | +1,065.2% | -10.2% | +1,075.4% | +766.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling