+599.8%
NRG vs SIMO
+2,177.2%
-1,577.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | 0.0% |
| 7D | +10.0% | +4.1% | +5.9% | +9.2% |
| 30D | -3.2% | -24.0% | +20.7% | +1.0% |
| 3M | -18.5% | -31.8% | +13.3% | -13.9% |
| 6M | -25.3% | -36.9% | +11.6% | -21.3% |
| YTD | -38.1% | +84.8% | -122.9% | -47.6% |
| 1Y | -40.7% | +99.0% | -139.7% | -50.4% |
| 3Y | +121.8% | +217.9% | -96.2% | +69.0% |
| 5Y | +209.2% | +171.5% | +37.8% | +134.4% |
| 10Y | +981.4% | +393.3% | +588.1% | +607.2% |
| All | +599.8% | +2,177.2% | -1,577.4% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling