-9.2%
RGTI vs SIMO
+216.2%
-225.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | -0.1% | +12.5% | -12.7% | -3.9% |
| 30D | -16.2% | +18.4% | -34.6% | -20.8% |
| 3M | -22.0% | +5.6% | -27.6% | -24.6% |
| 6M | -10.8% | +116.9% | -127.7% | -29.6% |
| YTD | -31.6% | +188.4% | -220.0% | -57.5% |
| All | -9.2% | +216.2% | -225.3% | -42.6% |
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