+1,575.9%
NRG vs SAN
+375.5%
+1,200.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +9.3% | +3.3% | +5.9% | +7.9% |
| 30D | +1.3% | +1.1% | +0.2% | +0.8% |
| 3M | -6.0% | +22.2% | -28.2% | -12.8% |
| 6M | -22.0% | +36.0% | -58.0% | -30.5% |
| YTD | -24.1% | +28.2% | -52.4% | -31.3% |
| 1Y | -18.0% | +54.1% | -72.2% | -30.7% |
| 3Y | +220.0% | +354.2% | -134.2% | +78.1% |
| 5Y | +201.1% | +387.3% | -186.2% | +56.4% |
| 10Y | +1,085.1% | +334.8% | +750.3% | +481.7% |
| All | +1,575.9% | +375.5% | +1,200.5% | +637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling