+55.6%
RGTI vs SIMO
+287.2%
-231.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.5% |
| 7D | -0.1% | +12.5% | -12.7% | -5.6% |
| 30D | -16.2% | +18.4% | -34.6% | -23.2% |
| 3M | -22.0% | +5.6% | -27.6% | -26.8% |
| 6M | -10.8% | +116.9% | -127.7% | -44.4% |
| YTD | -31.6% | +188.4% | -220.0% | -65.4% |
| 1Y | -6.4% | +221.3% | -227.6% | -55.4% |
| 3Y | +665.7% | +438.6% | +227.1% | +180.9% |
| 5Y | +55.6% | +287.9% | -232.3% | -38.6% |
| All | +55.6% | +287.2% | -231.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling