-89.1%
NRGD vs SPY
+26.0%
-115.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -1.5% |
| 7D | -5.2% | -2.0% | -3.2% | -8.1% |
| 30D | -24.8% | -1.7% | -23.2% | -26.9% |
| 3M | -47.4% | +4.7% | -52.2% | -44.0% |
| 6M | -65.7% | +12.5% | -78.2% | -59.7% |
| YTD | -83.9% | +11.7% | -95.6% | -81.4% |
| 1Y | -84.4% | +17.5% | -101.8% | -79.1% |
| All | -89.1% | +26.0% | -115.1% | -76.2% |
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