-14.0%
SNPS vs NRG
+198.7%
-212.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | -4.6% | -0.2% | -4.4% | -4.7% |
| 30D | -3.3% | -6.8% | +3.5% | -2.1% |
| 3M | -13.8% | -7.1% | -6.6% | -13.6% |
| 6M | -8.2% | -27.6% | +19.4% | -3.0% |
| YTD | -15.4% | -29.2% | +13.8% | -10.7% |
| 1Y | +2.4% | -29.9% | +32.3% | +8.1% |
| All | -14.0% | +198.7% | -212.7% | -45.9% |
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