-49.7%
NRG vs SU
+88.1%
-137.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.5% | -9.0% | -13.2% |
| 7D | -13.7% | -7.1% | -6.6% | -13.4% |
| 30D | -13.6% | +4.8% | -18.3% | -13.1% |
| 3M | -28.5% | +12.5% | -41.0% | -28.6% |
| 6M | -45.8% | +6.5% | -52.2% | -44.6% |
| YTD | -46.9% | +65.8% | -112.7% | -53.0% |
| 1Y | -49.7% | +86.2% | -135.9% | -57.3% |
| All | -49.7% | +88.1% | -137.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling