-27.6%
NRG vs SITM
+68.9%
-96.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.5% |
| 7D | -0.2% | +4.8% | -5.0% | -0.7% |
| 30D | -6.8% | -9.7% | +2.9% | -5.9% |
| 3M | -7.1% | -9.3% | +2.2% | -7.6% |
| 6M | -27.6% | +69.5% | -97.1% | -43.4% |
| All | -27.6% | +68.9% | -96.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 6mo: compounded portfolio wealth divided by compounded SITM 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…
6mo analysis · Full analysis span regression · 6 months rolling