+2,960.6%
SMH vs NRG
+1,510.3%
+1,450.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +0.3% | -4.7% | +4.9% | +1.7% |
| 30D | -2.8% | -6.0% | +3.2% | -1.2% |
| 3M | -6.7% | -8.0% | +1.2% | -5.3% |
| 6M | +41.8% | -23.2% | +64.9% | +51.0% |
| YTD | +57.9% | -28.1% | +85.9% | +70.9% |
| 1Y | +87.6% | -27.3% | +114.9% | +102.2% |
| 3Y | +282.9% | +208.7% | +74.3% | +165.6% |
| 5Y | +330.4% | +197.7% | +132.8% | +196.7% |
| 10Y | +1,857.0% | +1,103.3% | +753.7% | +788.2% |
| All | +2,960.6% | +1,510.3% | +1,450.4% | +1,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling