+66.7%
SNXX vs NRG
-43.4%
+110.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -13.5% | -2.2% | +3.2% |
| 7D | -47.8% | -13.7% | -34.1% | -35.2% |
| 30D | -66.0% | -13.6% | -52.4% | -58.2% |
| 3M | -57.5% | -28.5% | -29.0% | -31.6% |
| 6M | -66.7% | -45.8% | -21.0% | -14.0% |
| All | +66.7% | -43.4% | +110.1% | +394.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling