+193.5%
NRG vs SMTC
+122.8%
+70.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.5% |
| 7D | -4.7% | +13.1% | -17.8% | -7.4% |
| 30D | -6.0% | +19.5% | -25.4% | -10.2% |
| 3M | -8.0% | +2.2% | -10.2% | -10.6% |
| 6M | -23.2% | +94.9% | -118.0% | -36.8% |
| YTD | -28.1% | +127.0% | -155.0% | -43.1% |
| 1Y | -27.3% | +174.6% | -201.8% | -45.2% |
| 3Y | +208.7% | +615.9% | -407.3% | +82.6% |
| All | +193.5% | +122.8% | +70.7% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling