+568.6%
SE vs NRG
+449.8%
+118.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -2.8% |
| 7D | -3.6% | +3.9% | -7.5% | -5.0% |
| 30D | -5.3% | -3.0% | -2.3% | -4.5% |
| 3M | +28.1% | -10.9% | +39.0% | +30.8% |
| 6M | +20.7% | -25.3% | +45.9% | +29.8% |
| YTD | -14.8% | -26.8% | +12.1% | -7.9% |
| 1Y | -43.6% | -23.3% | -20.3% | -40.6% |
| 3Y | +184.2% | +208.6% | -24.4% | +61.3% |
| 5Y | -66.3% | +194.1% | -260.4% | -80.9% |
| All | +568.6% | +449.8% | +118.8% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling