+1,065.2%
NRG vs SM
+23.0%
+1,042.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | +4.6% | -9.2% | -5.2% |
| 30D | -6.0% | +18.2% | -24.2% | -7.9% |
| 3M | -8.0% | +22.5% | -30.5% | -10.6% |
| 6M | -23.2% | +50.6% | -73.7% | -27.9% |
| YTD | -28.1% | +108.1% | -136.2% | -35.4% |
| 1Y | -27.3% | +46.0% | -73.3% | -32.0% |
| 3Y | +208.7% | +2.9% | +205.8% | +196.7% |
| 5Y | +197.7% | +112.6% | +85.1% | +158.7% |
| All | +1,065.2% | +23.0% | +1,042.2% | +739.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling