-18.6%
NRG vs SIMO
+226.2%
-244.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.7% | -2.3% | +5.4% |
| 7D | +7.1% | +4.2% | +2.9% | +6.6% |
| 30D | -1.4% | +4.1% | -5.5% | -2.1% |
| 3M | -10.5% | -12.9% | +2.4% | -10.5% |
| 6M | -26.7% | +110.3% | -137.1% | -33.1% |
| YTD | -24.5% | +178.6% | -203.1% | -36.4% |
| 1Y | -18.6% | +220.0% | -238.6% | -31.2% |
| All | -18.6% | +226.2% | -244.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling