+1,489.3%
NRG vs SIRI
+69.2%
+1,420.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -4.7% | +0.6% | -5.2% | -4.7% |
| 30D | -6.0% | +2.5% | -8.5% | -6.3% |
| 3M | -8.0% | +6.6% | -14.6% | -8.9% |
| 6M | -23.2% | +32.9% | -56.0% | -26.1% |
| YTD | -28.1% | +50.5% | -78.5% | -32.0% |
| 1Y | -27.3% | +28.0% | -55.2% | -30.0% |
| 3Y | +208.7% | -22.4% | +231.1% | +206.8% |
| 5Y | +197.7% | -41.3% | +238.9% | +200.5% |
| 10Y | +1,103.3% | -10.4% | +1,113.8% | +1,055.0% |
| All | +1,489.3% | +69.2% | +1,420.1% | +1,209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling