+722.2%
SO vs NRG
+1,598.0%
-875.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +1.0% | +9.3% | -8.2% | -0.3% |
| 30D | -3.2% | +1.3% | -4.5% | -3.5% |
| 3M | -1.7% | -6.0% | +4.3% | -1.5% |
| 6M | -7.2% | -22.0% | +14.8% | -4.7% |
| YTD | +4.6% | -24.1% | +28.7% | +7.5% |
| 1Y | +1.2% | -18.0% | +19.2% | +2.2% |
| 3Y | +45.3% | +220.0% | -174.8% | +11.2% |
| 5Y | +58.7% | +201.1% | -142.4% | +21.1% |
| 10Y | +155.9% | +1,085.1% | -929.2% | +51.8% |
| All | +722.2% | +1,598.0% | -875.8% | +358.0% |
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