+977.9%
SPY vs NRG
+1,537.4%
-559.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.4% |
| 7D | -0.4% | +3.9% | -4.2% | -1.4% |
| 30D | -1.4% | -3.0% | +1.6% | -0.9% |
| 3M | +3.7% | -10.9% | +14.6% | +5.4% |
| 6M | +13.0% | -25.3% | +38.3% | +19.0% |
| YTD | +12.4% | -26.8% | +39.2% | +18.3% |
| 1Y | +18.5% | -23.3% | +41.8% | +22.6% |
| 3Y | +77.6% | +208.6% | -131.0% | +22.2% |
| 5Y | +81.7% | +194.1% | -112.5% | +24.1% |
| 10Y | +319.7% | +1,123.6% | -803.9% | +86.5% |
| All | +977.9% | +1,537.4% | -559.4% | +368.3% |
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