+553.4%
SE vs NRG
+440.7%
+112.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.9% |
| 7D | -5.2% | -4.7% | -0.5% | -3.6% |
| 30D | -17.1% | -6.0% | -11.1% | -15.5% |
| 3M | +24.0% | -8.0% | +31.9% | +25.1% |
| 6M | +21.0% | -23.2% | +44.1% | +28.7% |
| YTD | -16.7% | -28.1% | +11.3% | -9.5% |
| 1Y | -45.9% | -27.3% | -18.7% | -41.9% |
| 3Y | +177.8% | +208.7% | -30.8% | +57.5% |
| 5Y | -67.4% | +197.7% | -265.0% | -81.6% |
| All | +553.4% | +440.7% | +112.7% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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