+20.3%
SGOV vs NRG
+274.7%
-254.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | 0.0% | -4.7% | +4.7% | 0.0% |
| 30D | +0.3% | -6.0% | +6.3% | +0.3% |
| 3M | +0.9% | -8.0% | +8.9% | +0.9% |
| 6M | +1.8% | -23.2% | +25.0% | +1.8% |
| YTD | +2.5% | -28.1% | +30.6% | +2.5% |
| 1Y | +3.8% | -27.3% | +31.0% | +3.8% |
| 3Y | +14.4% | +208.7% | -194.3% | +14.4% |
| 5Y | +20.2% | +197.7% | -177.5% | +20.2% |
| All | +20.3% | +274.7% | -254.4% | +20.3% |
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