+1,799.5%
SPGI vs NRG
+1,537.4%
+262.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.6% |
| 7D | -3.1% | +3.9% | -6.9% | -4.2% |
| 30D | +2.0% | -3.0% | +5.0% | +2.5% |
| 3M | +4.3% | -10.9% | +15.2% | +5.9% |
| 6M | -0.2% | -25.3% | +25.0% | +5.2% |
| YTD | -14.8% | -26.8% | +12.0% | -10.4% |
| 1Y | -18.5% | -23.3% | +4.7% | -16.4% |
| 3Y | +16.0% | +208.6% | -192.7% | -27.1% |
| 5Y | +2.2% | +194.1% | -191.9% | -36.4% |
| 10Y | +296.4% | +1,123.6% | -827.1% | +47.3% |
| All | +1,799.5% | +1,537.4% | +262.2% | +626.8% |
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