+715.8%
NRG vs SNAP
-76.3%
+792.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | -4.7% | +3.8% | -8.5% | -5.0% |
| 30D | -6.0% | +9.2% | -15.2% | -6.9% |
| 3M | -8.0% | +6.6% | -14.5% | -9.3% |
| 6M | -23.2% | +16.9% | -40.0% | -25.4% |
| YTD | -28.1% | -29.6% | +1.6% | -26.5% |
| 1Y | -27.3% | -22.1% | -5.2% | -26.7% |
| 3Y | +208.7% | -39.8% | +248.5% | +211.0% |
| 5Y | +197.7% | -92.4% | +290.0% | +232.6% |
| All | +715.8% | -76.3% | +792.1% | +629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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