+669.0%
SAP vs NRG
+1,589.2%
-920.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -2.3% |
| 7D | -2.9% | +7.1% | -10.0% | -4.4% |
| 30D | +9.0% | -1.4% | +10.4% | +9.0% |
| 3M | +14.9% | -10.5% | +25.4% | +15.9% |
| 6M | +11.9% | -26.7% | +38.6% | +17.2% |
| YTD | -9.9% | -24.5% | +14.6% | -6.9% |
| 1Y | -19.5% | -18.6% | -1.0% | -18.9% |
| 3Y | +61.8% | +227.1% | -165.3% | +10.2% |
| 5Y | +56.2% | +198.8% | -142.6% | +6.8% |
| 10Y | +180.6% | +1,122.3% | -941.6% | +25.7% |
| All | +669.0% | +1,589.2% | -920.1% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling