+193.5%
NRG vs SYY
+23.4%
+170.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -8.0% | +5.2% | -13.1% | -9.3% |
| 6M | -23.2% | -0.2% | -23.0% | -23.5% |
| YTD | -28.1% | +15.4% | -43.4% | -30.8% |
| 1Y | -27.3% | +5.6% | -32.9% | -28.6% |
| 3Y | +208.7% | +28.9% | +179.8% | +178.4% |
| All | +193.5% | +23.4% | +170.1% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling