+282.9%
SPGI vs NRG
+1,083.9%
-801.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.3% |
| 7D | -7.4% | -4.7% | -2.7% | -6.5% |
| 30D | +0.4% | -6.0% | +6.3% | +1.4% |
| 3M | +5.3% | -8.0% | +13.2% | +5.9% |
| 6M | +1.7% | -23.2% | +24.8% | +5.5% |
| YTD | -16.4% | -28.1% | +11.7% | -12.5% |
| 1Y | -20.5% | -27.3% | +6.8% | -17.8% |
| 3Y | +14.2% | +208.7% | -194.4% | -26.4% |
| 5Y | +0.6% | +197.7% | -197.1% | -36.0% |
| All | +282.9% | +1,083.9% | -801.1% | +88.4% |
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