+121.8%
NRG vs SNAP
-53.6%
+175.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +10.0% | +6.0% | +3.9% | +9.0% |
| 30D | -3.2% | -13.8% | +10.5% | -1.5% |
| 3M | -18.5% | -0.8% | -17.8% | -19.1% |
| 6M | -25.3% | -6.2% | -19.1% | -26.0% |
| YTD | -38.1% | -34.8% | -3.3% | -34.7% |
| 1Y | -40.7% | -38.7% | -2.0% | -36.7% |
| 3Y | +121.8% | -53.5% | +175.2% | +111.5% |
| All | +121.8% | -53.6% | +175.3% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling