+215.6%
NRG vs SN
+447.8%
-232.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -4.7% | -7.3% | +2.6% | -2.6% |
| 30D | -6.0% | -13.6% | +7.6% | -2.1% |
| 3M | -8.0% | +18.6% | -26.5% | -13.6% |
| 6M | -23.2% | +46.0% | -69.1% | -32.8% |
| YTD | -28.1% | +43.7% | -71.8% | -36.8% |
| 1Y | -27.3% | +39.2% | -66.4% | -35.8% |
| 3Y | +208.7% | +306.5% | -97.8% | +137.1% |
| All | +215.6% | +447.8% | -232.2% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling