-49.7%
NRG vs SN
+156.5%
-206.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -14.4% |
| 7D | -13.7% | +10.6% | -24.4% | -15.9% |
| 30D | -13.6% | +20.0% | -33.6% | -17.5% |
| 3M | -28.5% | +30.4% | -58.9% | -33.6% |
| 6M | -45.8% | +91.0% | -136.8% | -57.2% |
| YTD | -46.9% | +95.9% | -142.9% | -58.4% |
| 1Y | -49.7% | +158.9% | -208.6% | -62.2% |
| All | -49.7% | +156.5% | -206.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling