+30.5%
SNOW vs NRG
+345.0%
-314.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.3% |
| 7D | +8.4% | +3.9% | +4.5% | +7.3% |
| 30D | -1.0% | -3.0% | +2.0% | -0.6% |
| 3M | +38.3% | -10.9% | +49.2% | +40.1% |
| 6M | +81.3% | -25.3% | +106.6% | +89.8% |
| YTD | +51.1% | -26.8% | +78.0% | +58.4% |
| 1Y | +47.0% | -23.3% | +70.3% | +50.9% |
| 3Y | +99.7% | +208.6% | -108.9% | +23.5% |
| 5Y | +3.6% | +194.1% | -190.5% | -36.3% |
| All | +30.5% | +345.0% | -314.4% | -22.1% |
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