-18.6%
NRG vs SMTC
+154.8%
-173.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +9.2% | -2.8% | +4.3% |
| 7D | +7.1% | +12.7% | -5.6% | +4.3% |
| 30D | -1.4% | +22.0% | -23.4% | -6.6% |
| 3M | -10.5% | -12.7% | +2.2% | -9.4% |
| 6M | -26.7% | +64.8% | -91.5% | -39.7% |
| YTD | -24.5% | +100.7% | -125.2% | -41.8% |
| 1Y | -18.6% | +146.9% | -165.4% | -37.8% |
| All | -18.6% | +154.8% | -173.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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