-68.1%
RGTI vs SIMO
+94.5%
-162.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | +3.9% |
| 7D | -9.6% | -16.9% | +7.3% | -4.9% |
| 30D | -26.0% | -35.4% | +9.4% | -16.9% |
| 3M | -35.8% | -31.9% | -3.9% | -30.1% |
| 6M | -36.7% | -19.3% | -17.4% | -33.1% |
| YTD | -49.4% | +98.5% | -147.9% | -63.8% |
| 1Y | -68.1% | +100.5% | -168.6% | -77.7% |
| All | -68.1% | +94.5% | -162.6% | -77.7% |
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