+193.5%
NRG vs SPYG
+85.2%
+108.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | -4.7% | -0.9% | -3.8% | -3.9% |
| 30D | -6.0% | -1.5% | -4.5% | -4.7% |
| 3M | -8.0% | +3.7% | -11.7% | -11.2% |
| 6M | -23.2% | +16.4% | -39.6% | -33.0% |
| YTD | -28.1% | +13.3% | -41.4% | -35.7% |
| 1Y | -27.3% | +17.9% | -45.1% | -36.9% |
| 3Y | +208.7% | +98.3% | +110.3% | +90.0% |
| All | +193.5% | +85.2% | +108.2% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling