+210.6%
NRG vs SN
+453.9%
-243.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -2.1% |
| 7D | -0.2% | -7.2% | +7.0% | +2.0% |
| 30D | -6.8% | -13.4% | +6.6% | -3.0% |
| 3M | -7.1% | +26.8% | -33.9% | -14.7% |
| 6M | -27.6% | +44.6% | -72.2% | -36.5% |
| YTD | -29.2% | +45.3% | -74.5% | -38.0% |
| 1Y | -29.9% | +40.1% | -70.0% | -38.3% |
| 3Y | +198.7% | +375.3% | -176.6% | +129.2% |
| All | +210.6% | +453.9% | -243.3% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling