-18.6%
NRG vs SPG
+21.3%
-39.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.7% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | -1.4% | -6.8% | +5.4% | +0.4% |
| 3M | -10.5% | +2.7% | -13.1% | -12.6% |
| 6M | -26.7% | +5.5% | -32.2% | -29.6% |
| YTD | -24.5% | +15.7% | -40.2% | -25.5% |
| 1Y | -18.6% | +20.9% | -39.4% | -17.6% |
| All | -18.6% | +21.3% | -39.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling