+1,065.2%
NRG vs SAN
+357.1%
+708.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.9% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -6.0% | +0.9% | -6.9% | -6.3% |
| 3M | -8.0% | +19.1% | -27.1% | -13.0% |
| 6M | -23.2% | +33.2% | -56.4% | -30.0% |
| YTD | -28.1% | +29.1% | -57.2% | -34.1% |
| 1Y | -27.3% | +50.2% | -77.5% | -36.5% |
| 3Y | +208.7% | +351.0% | -142.4% | +90.1% |
| 5Y | +197.7% | +394.7% | -197.0% | +72.3% |
| All | +1,065.2% | +357.1% | +708.1% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling