+1,168.5%
SNPS vs NRG
+1,537.4%
-368.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.1% |
| 7D | -5.5% | +3.9% | -9.3% | -6.4% |
| 30D | -4.5% | -3.0% | -1.5% | -4.1% |
| 3M | -15.5% | -10.9% | -4.6% | -14.3% |
| 6M | -10.1% | -25.3% | +15.2% | -5.8% |
| YTD | -16.3% | -26.8% | +10.6% | -12.3% |
| 1Y | -34.9% | -23.3% | -11.6% | -33.3% |
| 3Y | -14.4% | +208.6% | -223.0% | -37.6% |
| 5Y | +17.9% | +194.1% | -176.2% | -14.4% |
| 10Y | +574.2% | +1,123.6% | -549.3% | +252.5% |
| All | +1,168.5% | +1,537.4% | -368.9% | +435.9% |
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 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