+29.6%
SNOW vs NRG
+337.6%
-308.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -2.4% | -4.7% | +2.2% | -1.3% |
| 30D | -1.0% | -6.0% | +5.0% | +0.1% |
| 3M | +36.9% | -8.0% | +44.8% | +37.5% |
| 6M | +83.4% | -23.2% | +106.5% | +90.2% |
| YTD | +50.0% | -28.1% | +78.0% | +57.8% |
| 1Y | +46.5% | -27.3% | +73.8% | +52.9% |
| 3Y | +93.3% | +208.7% | -115.3% | +19.4% |
| 5Y | +3.3% | +197.7% | -194.4% | -36.6% |
| All | +29.6% | +337.6% | -308.0% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling