+193.5%
NRG vs SM
+108.4%
+85.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | +4.6% | -9.2% | -5.4% |
| 30D | -6.0% | +18.2% | -24.2% | -8.9% |
| 3M | -8.0% | +22.5% | -30.5% | -11.9% |
| 6M | -23.2% | +50.6% | -73.7% | -30.7% |
| YTD | -28.1% | +108.1% | -136.2% | -40.1% |
| 1Y | -27.3% | +46.0% | -73.3% | -34.7% |
| 3Y | +208.7% | +2.9% | +205.8% | +187.5% |
| All | +193.5% | +108.4% | +85.1% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling