+1,516.1%
NRG vs SM
+246.9%
+1,269.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +3.9% | -0.2% | +4.1% | +3.8% |
| 30D | -3.0% | +20.3% | -23.3% | -6.8% |
| 3M | -10.9% | +22.9% | -33.8% | -15.5% |
| 6M | -25.3% | +47.8% | -73.1% | -32.9% |
| YTD | -26.8% | +107.5% | -134.3% | -39.1% |
| 1Y | -23.3% | +51.7% | -75.0% | -32.3% |
| 3Y | +208.6% | -0.9% | +209.5% | +190.0% |
| 5Y | +194.1% | +112.2% | +81.9% | +122.3% |
| 10Y | +1,123.6% | +20.3% | +1,103.3% | +541.5% |
| All | +1,516.1% | +246.9% | +1,269.2% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling