+193.5%
NRG vs SAN
+385.2%
-191.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.9% |
| YTD | -28.1% | +29.1% | -57.2% | -34.0% |
| 1Y | -27.3% | +50.2% | -77.5% | -36.2% |
| 3Y | +208.7% | +351.0% | -142.4% | +99.4% |
| All | +193.5% | +385.2% | -191.7% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling