-18.7%
SAP vs NRG
-28.9%
+10.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -4.1% | -4.7% | +0.6% | -4.4% |
| 30D | +1.1% | -6.0% | +7.0% | +0.7% |
| 3M | +26.1% | -8.0% | +34.1% | +24.3% |
| 6M | +9.8% | -23.2% | +33.0% | +9.7% |
| YTD | -13.6% | -28.1% | +14.5% | -13.8% |
| 1Y | -18.7% | -27.3% | +8.6% | -18.4% |
| All | -18.7% | -28.9% | +10.2% | -18.4% |
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