-18.6%
NRG vs SM
+36.8%
-55.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.5% | +6.1% |
| 7D | +7.1% | -0.5% | +7.6% | +7.1% |
| 30D | -1.4% | +25.6% | -27.0% | +0.9% |
| 3M | -10.5% | +8.0% | -18.5% | -9.0% |
| 6M | -26.7% | +50.8% | -77.5% | -24.4% |
| YTD | -24.5% | +97.9% | -122.4% | -23.2% |
| 1Y | -18.6% | +33.8% | -52.4% | -11.6% |
| All | -18.6% | +36.8% | -55.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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