+1,575.9%
NRG vs SPG
+1,140.7%
+435.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.1% |
| 7D | +9.3% | 0.0% | +9.2% | +9.2% |
| 30D | +1.3% | -4.9% | +6.2% | +2.9% |
| 3M | -6.0% | +3.3% | -9.3% | -7.2% |
| 6M | -22.0% | +11.2% | -33.2% | -24.7% |
| YTD | -24.1% | +17.1% | -41.2% | -28.1% |
| 1Y | -18.0% | +21.6% | -39.6% | -23.5% |
| 3Y | +220.0% | +111.9% | +108.2% | +150.2% |
| 5Y | +201.1% | +106.9% | +94.2% | +134.0% |
| 10Y | +1,085.1% | +62.2% | +1,022.9% | +794.3% |
| All | +1,575.9% | +1,140.7% | +435.2% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling