-27.3%
NRG vs SUI
-8.0%
-19.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -4.7% | -4.2% | -0.5% | -5.0% |
| 30D | -6.0% | -3.3% | -2.7% | -6.0% |
| 3M | -8.0% | -8.2% | +0.2% | -8.6% |
| 6M | -23.2% | -14.5% | -8.7% | -24.6% |
| YTD | -28.1% | -5.9% | -22.1% | -27.6% |
| 1Y | -27.3% | -9.7% | -17.5% | -25.8% |
| All | -27.3% | -8.0% | -19.3% | -25.8% |
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