+1,065.2%
NRG vs SPY
+322.5%
+742.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -3.9% |
| 30D | -6.0% | -1.1% | -4.9% | -4.8% |
| 3M | -8.0% | +3.9% | -11.8% | -11.8% |
| 6M | -23.2% | +13.6% | -36.8% | -32.9% |
| YTD | -28.1% | +12.7% | -40.7% | -36.5% |
| 1Y | -27.3% | +17.5% | -44.8% | -38.3% |
| 3Y | +208.7% | +76.9% | +131.8% | +79.2% |
| 5Y | +197.7% | +83.6% | +114.1% | +64.8% |
| All | +1,065.2% | +322.5% | +742.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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