+213.9%
NRG vs SIMO
+469.0%
-255.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.0% |
| 7D | +3.9% | +14.5% | -10.7% | +0.9% |
| 30D | -3.0% | +20.4% | -23.4% | -6.9% |
| 3M | -10.9% | +7.1% | -18.0% | -14.0% |
| 6M | -25.3% | +129.2% | -154.5% | -42.3% |
| YTD | -26.8% | +201.9% | -228.8% | -50.2% |
| 1Y | -23.3% | +235.5% | -258.8% | -50.4% |
| All | +213.9% | +469.0% | -255.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling