+1,280.3%
NRG vs SUI
+1,049.4%
+231.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +21.7% | -3.8% | +25.6% | +23.4% |
| 30D | -8.1% | +3.9% | -12.0% | -10.1% |
| 3M | -18.3% | +0.2% | -18.6% | -19.1% |
| 6M | -28.0% | -4.2% | -23.8% | -27.9% |
| YTD | -37.5% | -2.5% | -35.0% | -37.9% |
| 1Y | -41.1% | -4.0% | -37.0% | -41.1% |
| 3Y | +126.6% | +16.5% | +110.1% | +102.8% |
| 5Y | +212.3% | -27.2% | +239.5% | +232.3% |
| 10Y | +992.0% | +119.6% | +872.4% | +628.5% |
| All | +1,280.3% | +1,049.4% | +231.0% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling