+241.1%
NRG vs SITM
+4,532.8%
-4,291.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.5% |
| 7D | -0.2% | +4.8% | -5.0% | -0.9% |
| 30D | -6.8% | -9.7% | +2.9% | -5.5% |
| 3M | -7.1% | -9.3% | +2.2% | -7.2% |
| 6M | -27.6% | +69.5% | -97.1% | -35.5% |
| YTD | -29.2% | +70.5% | -99.7% | -37.4% |
| 1Y | -29.9% | +145.3% | -175.1% | -42.1% |
| 3Y | +198.7% | +432.8% | -234.1% | +111.3% |
| 5Y | +192.9% | +174.0% | +18.9% | +106.9% |
| All | +241.1% | +4,532.8% | -4,291.8% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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