-5.9%
SAP vs NRG
-50.8%
+44.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.5% | +17.7% | +2.9% |
| 7D | +1.3% | -13.7% | +15.0% | +0.1% |
| 30D | +15.5% | -13.6% | +29.1% | +14.2% |
| 3M | +22.8% | -28.5% | +51.3% | +19.5% |
| 6M | +42.5% | -45.8% | +88.2% | +38.6% |
| YTD | +0.5% | -46.9% | +47.5% | -2.5% |
| 1Y | -5.9% | -49.7% | +43.8% | -8.3% |
| All | -5.9% | -50.8% | +44.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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