-90.2%
NRGD vs SPY
+25.8%
-116.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.8% |
| 7D | -17.4% | +2.6% | -20.0% | -14.4% |
| 30D | +15.0% | -2.0% | +16.9% | +11.6% |
| 3M | -31.0% | -2.8% | -28.2% | -34.3% |
| 6M | -58.3% | +2.1% | -60.4% | -58.0% |
| YTD | -85.6% | +11.5% | -97.1% | -83.5% |
| 1Y | -85.2% | +13.5% | -98.7% | -82.2% |
| All | -90.2% | +25.8% | -116.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling