+1,065.2%
NRG vs SFM
+271.4%
+793.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -10.6% | +5.9% | -3.1% |
| 30D | -6.0% | -15.5% | +9.5% | -3.7% |
| 3M | -8.0% | -17.4% | +9.5% | -5.5% |
| 6M | -23.2% | -3.4% | -19.7% | -23.4% |
| YTD | -28.1% | -8.7% | -19.4% | -27.9% |
| 1Y | -27.3% | -47.2% | +19.9% | -21.0% |
| 3Y | +208.7% | +82.7% | +125.9% | +184.0% |
| 5Y | +197.7% | +214.3% | -16.6% | +150.8% |
| All | +1,065.2% | +271.4% | +793.7% | +736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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