+203.7%
NRG vs SPG
+106.6%
+97.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -0.2% | -2.2% | +2.0% | +1.1% |
| 30D | -6.8% | -5.8% | -1.0% | -3.5% |
| 3M | -7.1% | -2.8% | -4.3% | -6.3% |
| 6M | -27.6% | +8.9% | -36.4% | -31.7% |
| YTD | -29.2% | +14.3% | -43.5% | -35.3% |
| 1Y | -29.9% | +19.5% | -49.4% | -38.1% |
| All | +203.7% | +106.6% | +97.1% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling