-20.5%
SPGI vs NRG
-28.9%
+8.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | +0.2% |
| 7D | -7.4% | -4.7% | -2.7% | -7.6% |
| 30D | +0.4% | -6.0% | +6.3% | +0.1% |
| 3M | +5.3% | -8.0% | +13.2% | +4.9% |
| 6M | +1.7% | -23.2% | +24.8% | +0.6% |
| YTD | -16.4% | -28.1% | +11.7% | -17.2% |
| 1Y | -20.5% | -27.3% | +6.8% | -22.2% |
| All | -20.5% | -28.9% | +8.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling