-18.6%
NRG vs SCCO
+105.9%
-124.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +7.1% | -5.3% | +12.4% | +8.8% |
| 30D | -1.4% | +0.9% | -2.3% | -2.1% |
| 3M | -10.5% | +2.4% | -12.9% | -12.3% |
| 6M | -26.7% | -2.4% | -24.4% | -28.0% |
| YTD | -24.5% | +42.4% | -67.0% | -36.0% |
| 1Y | -18.6% | +105.6% | -124.2% | -32.1% |
| All | -18.6% | +105.9% | -124.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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