+327.2%
SMH vs NRG
+194.8%
+132.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +0.3% | -4.7% | +4.9% | +2.1% |
| 30D | -2.8% | -6.0% | +3.2% | -0.8% |
| 3M | -6.7% | -8.0% | +1.2% | -5.2% |
| 6M | +41.8% | -23.2% | +64.9% | +53.4% |
| YTD | +57.9% | -28.1% | +85.9% | +74.4% |
| 1Y | +87.6% | -27.3% | +114.9% | +105.8% |
| 3Y | +282.9% | +208.7% | +74.3% | +126.0% |
| All | +327.2% | +194.8% | +132.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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