-24.9%
NRG vs SNDU
+194.5%
-219.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.2% | +2.2% |
| 7D | -4.7% | -12.7% | +8.1% | -3.7% |
| 30D | -6.0% | +35.8% | -41.8% | -8.9% |
| 3M | -8.0% | -54.8% | +46.9% | -9.3% |
| All | -24.9% | +194.5% | -219.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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