+483.2%
NRG vs SFM
+117.5%
+365.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.4% |
| 7D | +9.3% | -5.8% | +15.1% | +10.1% |
| 30D | +1.3% | -11.4% | +12.6% | +2.9% |
| 3M | -6.0% | -12.2% | +6.2% | -4.5% |
| 6M | -22.0% | -5.2% | -16.8% | -22.0% |
| YTD | -24.1% | -4.5% | -19.7% | -24.4% |
| 1Y | -18.0% | -45.4% | +27.4% | -11.9% |
| 3Y | +220.0% | +91.1% | +128.9% | +192.2% |
| 5Y | +201.1% | +226.8% | -25.7% | +152.7% |
| 10Y | +1,085.1% | +291.9% | +793.2% | +832.5% |
| All | +483.2% | +117.5% | +365.7% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling