+572.5%
SNPS vs NRG
+1,083.9%
-511.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.3% |
| 7D | +0.9% | -4.7% | +5.6% | +2.0% |
| 30D | -3.6% | -6.0% | +2.3% | -2.5% |
| 3M | -12.9% | -8.0% | -5.0% | -12.3% |
| 6M | -8.2% | -23.2% | +14.9% | -4.0% |
| YTD | -15.4% | -28.1% | +12.7% | -10.5% |
| 1Y | -9.3% | -27.3% | +18.0% | -4.6% |
| 3Y | -14.0% | +208.7% | -222.6% | -42.0% |
| 5Y | +19.5% | +197.7% | -178.1% | -20.0% |
| All | +572.5% | +1,083.9% | -511.4% | +261.0% |
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