+208.7%
NRG vs SU
+120.0%
+88.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -4.7% | +2.2% | -6.9% | -5.4% |
| 30D | -6.0% | +8.4% | -14.4% | -8.8% |
| 3M | -8.0% | +12.1% | -20.0% | -11.7% |
| 6M | -23.2% | +19.7% | -42.8% | -29.2% |
| YTD | -28.1% | +58.4% | -86.5% | -41.7% |
| 1Y | -27.3% | +67.2% | -94.5% | -42.6% |
| 3Y | +208.7% | +125.0% | +83.6% | +120.8% |
| All | +208.7% | +120.0% | +88.7% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling