+208.7%
NRG vs SPMO
+155.8%
+52.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.1% |
| 7D | -4.7% | -0.9% | -3.7% | -3.7% |
| 30D | -6.0% | -1.9% | -4.0% | -4.0% |
| 3M | -8.0% | -1.4% | -6.6% | -8.4% |
| 6M | -23.2% | +25.5% | -48.6% | -43.8% |
| YTD | -28.1% | +24.8% | -52.9% | -46.9% |
| 1Y | -27.3% | +24.5% | -51.8% | -45.9% |
| 3Y | +208.7% | +157.1% | +51.5% | +23.7% |
| All | +208.7% | +155.8% | +52.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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