+0.5%
SPGI vs NRG
+183.6%
-183.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | +0.6% | -6.8% | +7.4% | +1.4% |
| 3M | +2.0% | -7.1% | +9.1% | +2.1% |
| 6M | +0.1% | -27.6% | +27.6% | +3.4% |
| YTD | -16.4% | -29.2% | +12.8% | -13.7% |
| 1Y | -18.9% | -29.9% | +11.0% | -16.7% |
| 3Y | +13.8% | +198.7% | -184.9% | -22.7% |
| 5Y | +0.5% | +192.9% | -192.4% | -31.1% |
| All | +0.5% | +183.6% | -183.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling