+194.1%
NRG vs SUI
-33.5%
+227.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | +3.9% | -4.3% | +8.1% | +4.8% |
| 30D | -3.0% | -2.1% | -0.8% | -2.5% |
| 3M | -10.9% | -6.1% | -4.8% | -9.9% |
| 6M | -25.3% | -12.8% | -12.5% | -23.2% |
| YTD | -26.8% | -4.6% | -22.2% | -26.4% |
| 1Y | -23.3% | -7.7% | -15.6% | -22.3% |
| 3Y | +208.6% | +10.9% | +197.7% | +186.7% |
| 5Y | +194.1% | -32.4% | +226.5% | +239.4% |
| All | +194.1% | -33.5% | +227.6% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling