+208.7%
NRG vs SBAC
-9.4%
+218.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.7% |
| 7D | -4.7% | -2.1% | -2.6% | -4.8% |
| 30D | -6.0% | +2.0% | -8.0% | -5.9% |
| 3M | -8.0% | -8.3% | +0.3% | -7.6% |
| 6M | -23.2% | +0.3% | -23.5% | -22.9% |
| YTD | -28.1% | -2.2% | -25.8% | -27.8% |
| 1Y | -27.3% | -4.6% | -22.6% | -27.1% |
| 3Y | +208.7% | -8.3% | +216.9% | +197.6% |
| All | +208.7% | -9.4% | +218.0% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling