+1,464.0%
NRG vs SPYG
+1,267.4%
+196.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.4% |
| 7D | -0.2% | -1.8% | +1.7% | +1.7% |
| 30D | -6.8% | -1.9% | -4.9% | -5.0% |
| 3M | -7.1% | +5.2% | -12.3% | -12.0% |
| 6M | -27.6% | +15.6% | -43.1% | -37.5% |
| YTD | -29.2% | +12.4% | -41.6% | -37.2% |
| 1Y | -29.9% | +17.5% | -47.3% | -40.1% |
| 3Y | +198.7% | +98.1% | +100.6% | +57.0% |
| 5Y | +192.9% | +84.9% | +108.0% | +58.0% |
| 10Y | +1,084.1% | +417.7% | +666.4% | +108.2% |
| All | +1,464.0% | +1,267.4% | +196.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling