-49.7%
NRG vs SIMO
+94.5%
-144.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -9.6% | -3.9% | -12.2% |
| 7D | -13.7% | -16.9% | +3.2% | -11.6% |
| 30D | -13.6% | -35.4% | +21.8% | -9.1% |
| 3M | -28.5% | -31.9% | +3.4% | -25.6% |
| 6M | -45.8% | -19.3% | -26.5% | -44.1% |
| YTD | -46.9% | +98.5% | -145.4% | -50.6% |
| 1Y | -49.7% | +100.5% | -150.2% | -53.7% |
| All | -49.7% | +94.5% | -144.2% | -53.7% |
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