+93.3%
SNOW vs NRG
+203.5%
-110.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -2.4% | -4.7% | +2.2% | -1.6% |
| 30D | -1.0% | -6.0% | +5.0% | -0.1% |
| 3M | +36.9% | -8.0% | +44.8% | +37.3% |
| 6M | +83.4% | -23.2% | +106.5% | +88.9% |
| YTD | +50.0% | -28.1% | +78.0% | +56.6% |
| 1Y | +46.5% | -27.3% | +73.8% | +51.9% |
| 3Y | +93.3% | +208.7% | -115.3% | +23.5% |
| All | +93.3% | +203.5% | -110.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling