-56.3%
NRGV vs SPY
+82.3%
-138.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +0.8% |
| 7D | +12.2% | -0.8% | +13.0% | +13.7% |
| 30D | +9.9% | -1.1% | +11.0% | +12.3% |
| 3M | -2.9% | +3.9% | -6.8% | -8.2% |
| 6M | +30.2% | +13.6% | +16.6% | +6.7% |
| YTD | -6.5% | +12.7% | -19.2% | -21.4% |
| 1Y | +112.3% | +17.5% | +94.8% | +67.9% |
| 3Y | +41.8% | +76.9% | -35.1% | -32.5% |
| All | -56.3% | +82.3% | -138.6% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling