-27.3%
NRG vs SNAP
-19.8%
-7.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.6% |
| 7D | -4.7% | +3.8% | -8.5% | -4.7% |
| 30D | -6.0% | +9.2% | -15.2% | -6.2% |
| 3M | -8.0% | +6.6% | -14.5% | -7.7% |
| 6M | -23.2% | +16.9% | -40.0% | -24.8% |
| YTD | -28.1% | -29.6% | +1.6% | -23.3% |
| 1Y | -27.3% | -22.1% | -5.2% | -23.7% |
| All | -27.3% | -19.8% | -7.5% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling