+1,516.1%
NRG vs SPY
+977.4%
+538.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | +3.9% | -0.4% | +4.2% | +4.2% |
| 30D | -3.0% | -1.4% | -1.6% | -1.5% |
| 3M | -10.9% | +3.7% | -14.6% | -14.5% |
| 6M | -25.3% | +13.0% | -38.3% | -34.5% |
| YTD | -26.8% | +12.4% | -39.2% | -35.3% |
| 1Y | -23.3% | +18.5% | -41.8% | -35.7% |
| 3Y | +208.6% | +77.6% | +131.0% | +73.3% |
| 5Y | +194.1% | +81.7% | +112.5% | +58.9% |
| 10Y | +1,123.6% | +319.7% | +803.9% | +167.5% |
| All | +1,516.1% | +977.4% | +538.7% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling