+656.1%
SAP vs NRG
+1,598.0%
-941.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.3% | +9.3% | -9.5% | -2.2% |
| 30D | +2.6% | +1.3% | +1.3% | +2.0% |
| 3M | +16.3% | -6.0% | +22.2% | +15.9% |
| 6M | +6.4% | -22.0% | +28.3% | +9.9% |
| YTD | -11.4% | -24.1% | +12.7% | -8.6% |
| 1Y | -20.4% | -18.0% | -2.4% | -19.9% |
| 3Y | +56.5% | +220.0% | -163.5% | +7.2% |
| 5Y | +56.8% | +201.1% | -144.3% | +7.0% |
| 10Y | +176.2% | +1,085.1% | -908.9% | +24.8% |
| All | +656.1% | +1,598.0% | -941.9% | +201.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling