-25.3%
NRG vs SMTC
+102.5%
-127.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | +3.9% | +22.5% | -18.6% | 0.0% |
| 30D | -3.0% | +24.9% | -27.9% | -7.3% |
| 3M | -10.9% | +4.1% | -15.0% | -13.3% |
| 6M | -25.3% | +92.6% | -117.8% | -38.0% |
| All | -25.3% | +102.5% | -127.7% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling