-27.3%
NRG vs SYY
+6.6%
-33.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -4.7% | +3.9% | -8.6% | -5.7% |
| 30D | -6.0% | -1.7% | -4.2% | -5.5% |
| 3M | -8.0% | +5.2% | -13.1% | -9.3% |
| 6M | -23.2% | -0.2% | -23.0% | -23.6% |
| YTD | -28.1% | +15.4% | -43.4% | -27.1% |
| 1Y | -27.3% | +5.6% | -32.9% | -28.1% |
| All | -27.3% | +6.6% | -33.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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