+1,516.1%
NRG vs SBAC
+5,876.6%
-4,360.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.2% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -3.0% | +3.9% | -6.8% | -4.3% |
| 3M | -10.9% | -8.2% | -2.7% | -9.4% |
| 6M | -25.3% | -2.8% | -22.5% | -26.3% |
| YTD | -26.8% | -1.5% | -25.3% | -28.3% |
| 1Y | -23.3% | 0.0% | -23.3% | -25.5% |
| 3Y | +208.6% | -8.4% | +217.0% | +196.6% |
| 5Y | +194.1% | -43.5% | +237.7% | +235.4% |
| 10Y | +1,123.6% | +86.9% | +1,036.7% | +743.7% |
| All | +1,516.1% | +5,876.6% | -4,360.5% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling