+1,065.2%
NRG vs SBAC
+87.1%
+978.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -4.7% | -2.1% | -2.6% | -4.1% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | -8.0% | -8.3% | +0.3% | -6.4% |
| 6M | -23.2% | +0.3% | -23.5% | -24.6% |
| YTD | -28.1% | -2.2% | -25.8% | -28.9% |
| 1Y | -27.3% | -4.6% | -22.6% | -27.7% |
| 3Y | +208.7% | -8.3% | +216.9% | +197.1% |
| 5Y | +197.7% | -42.8% | +240.5% | +242.6% |
| All | +1,065.2% | +87.1% | +978.0% | +772.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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