+231.1%
NRG vs SN
+490.7%
-259.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.5% | +6.7% |
| 7D | +7.1% | -9.3% | +16.4% | +10.0% |
| 30D | -1.4% | -4.8% | +3.4% | -0.3% |
| 3M | -10.5% | +40.4% | -50.9% | -20.3% |
| 6M | -26.7% | +50.9% | -77.7% | -36.5% |
| YTD | -24.5% | +54.9% | -79.5% | -35.1% |
| 1Y | -18.6% | +43.0% | -61.6% | -28.7% |
| 3Y | +227.1% | +391.8% | -164.7% | +146.3% |
| All | +231.1% | +490.7% | -259.6% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling