+1,464.0%
NRG vs SYY
+327.0%
+1,137.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -0.2% | +1.5% | -1.7% | -0.9% |
| 30D | -6.8% | -2.3% | -4.5% | -6.0% |
| 3M | -7.1% | +5.5% | -12.6% | -9.4% |
| 6M | -27.6% | -1.0% | -26.6% | -27.9% |
| YTD | -29.2% | +14.1% | -43.3% | -33.7% |
| 1Y | -29.9% | +5.6% | -35.4% | -32.4% |
| 3Y | +198.7% | +27.9% | +170.8% | +158.3% |
| 5Y | +192.9% | +22.7% | +170.2% | +153.1% |
| 10Y | +1,084.1% | +113.9% | +970.2% | +606.3% |
| All | +1,464.0% | +327.0% | +1,137.0% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling