+1,065.2%
NRG vs SCCO
+1,104.1%
-38.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -4.7% | -2.7% | -2.0% | -3.9% |
| 30D | -6.0% | -0.7% | -5.2% | -6.2% |
| 3M | -8.0% | +8.1% | -16.0% | -11.3% |
| 6M | -23.2% | +4.1% | -27.3% | -25.7% |
| YTD | -28.1% | +41.1% | -69.2% | -37.4% |
| 1Y | -27.3% | +95.6% | -122.8% | -43.1% |
| 3Y | +208.7% | +179.3% | +29.4% | +111.6% |
| 5Y | +197.7% | +308.3% | -110.6% | +74.5% |
| All | +1,065.2% | +1,104.1% | -38.9% | +295.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling