+1,065.2%
NRG vs SSNC
+173.6%
+891.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -4.7% | -4.0% | -0.6% | -3.1% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | -8.0% | +18.9% | -26.9% | -15.7% |
| 6M | -23.2% | +10.8% | -34.0% | -27.7% |
| YTD | -28.1% | -7.1% | -20.9% | -27.2% |
| 1Y | -27.3% | -9.6% | -17.7% | -25.7% |
| 3Y | +208.7% | +51.1% | +157.6% | +147.9% |
| 5Y | +197.7% | +19.7% | +178.0% | +160.6% |
| All | +1,065.2% | +173.6% | +891.6% | +570.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling