+1,516.1%
NRG vs SMTC
+583.1%
+933.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +3.9% | +22.5% | -18.6% | -1.4% |
| 30D | -3.0% | +24.9% | -27.9% | -9.0% |
| 3M | -10.9% | +4.1% | -15.0% | -14.2% |
| 6M | -25.3% | +92.6% | -117.8% | -39.7% |
| YTD | -26.8% | +122.5% | -149.3% | -43.3% |
| 1Y | -23.3% | +166.2% | -189.5% | -43.7% |
| 3Y | +208.6% | +577.2% | -368.6% | +60.7% |
| 5Y | +194.1% | +119.0% | +75.2% | +94.5% |
| 10Y | +1,123.6% | +527.9% | +595.7% | +457.7% |
| All | +1,516.1% | +583.1% | +933.0% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling