+1,065.2%
NRG vs SIMO
+605.2%
+460.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +0.3% |
| 7D | -4.7% | +11.0% | -15.7% | -6.6% |
| 30D | -6.0% | +17.9% | -23.9% | -9.0% |
| 3M | -8.0% | +3.9% | -11.9% | -10.2% |
| 6M | -23.2% | +131.0% | -154.2% | -37.7% |
| YTD | -28.1% | +209.3% | -237.4% | -45.9% |
| 1Y | -27.3% | +223.8% | -251.0% | -45.9% |
| 3Y | +208.7% | +479.2% | -270.6% | +99.9% |
| 5Y | +197.7% | +316.0% | -118.4% | +97.5% |
| All | +1,065.2% | +605.2% | +460.0% | +556.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling