+76.9%
SPY vs NRG
+203.5%
-126.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | -0.8% | -4.7% | +3.9% | 0.0% |
| 30D | -1.1% | -6.0% | +4.9% | -0.2% |
| 3M | +3.9% | -8.0% | +11.8% | +4.3% |
| 6M | +13.6% | -23.2% | +36.8% | +17.1% |
| YTD | +12.7% | -28.1% | +40.7% | +17.0% |
| 1Y | +17.5% | -27.3% | +44.8% | +21.3% |
| 3Y | +76.9% | +208.7% | -131.8% | +27.5% |
| All | +76.9% | +203.5% | -126.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling