+1,065.2%
NRG vs SPG
+64.5%
+1,000.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -6.0% | -6.1% | +0.2% | -3.9% |
| 3M | -8.0% | -3.6% | -4.3% | -7.0% |
| 6M | -23.2% | +10.4% | -33.6% | -25.9% |
| YTD | -28.1% | +14.4% | -42.4% | -31.6% |
| 1Y | -27.3% | +16.5% | -43.8% | -31.4% |
| 3Y | +208.7% | +106.8% | +101.9% | +140.9% |
| 5Y | +197.7% | +108.9% | +88.8% | +128.2% |
| All | +1,065.2% | +64.5% | +1,000.7% | +994.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling