+208.7%
NRG vs SPYG
+98.4%
+110.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -4.7% | -0.9% | -3.8% | -3.7% |
| 30D | -6.0% | -1.5% | -4.5% | -4.3% |
| 3M | -8.0% | +3.7% | -11.7% | -12.5% |
| 6M | -23.2% | +16.4% | -39.6% | -36.6% |
| YTD | -28.1% | +13.3% | -41.4% | -38.6% |
| 1Y | -27.3% | +17.9% | -45.1% | -40.6% |
| 3Y | +208.7% | +98.3% | +110.3% | +57.8% |
| All | +208.7% | +98.4% | +110.3% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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