-18.6%
NRG vs SUI
-2.0%
-16.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.8% | +6.4% |
| 7D | +7.1% | -2.8% | +9.9% | +6.8% |
| 30D | -1.4% | -1.2% | -0.2% | -1.5% |
| 3M | -10.5% | -1.7% | -8.7% | -10.9% |
| 6M | -26.7% | -10.5% | -16.3% | -28.2% |
| YTD | -24.5% | -1.8% | -22.7% | -23.7% |
| 1Y | -18.6% | -4.1% | -14.5% | -16.9% |
| All | -18.6% | -2.0% | -16.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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