-49.7%
NRG vs SSNC
-3.9%
-45.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.6% | -11.9% | -13.8% |
| 7D | -13.7% | -1.1% | -12.6% | -13.9% |
| 30D | -13.6% | +0.6% | -14.2% | -13.2% |
| 3M | -28.5% | -1.5% | -27.0% | -28.5% |
| 6M | -45.8% | +15.8% | -61.6% | -44.1% |
| YTD | -46.9% | -8.0% | -39.0% | -46.8% |
| 1Y | -49.7% | -5.8% | -43.9% | -50.2% |
| All | -49.7% | -3.9% | -45.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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