+59.7%
RGTI vs SIMO
+358.2%
-298.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.2% | +1.4% |
| 7D | +5.5% | +14.6% | -9.1% | -0.8% |
| 30D | -11.9% | +6.2% | -18.1% | -15.1% |
| 3M | -27.4% | +3.6% | -30.9% | -30.8% |
| 6M | -7.1% | +130.8% | -137.8% | -41.9% |
| YTD | -28.6% | +195.8% | -224.4% | -62.5% |
| 1Y | +4.4% | +225.0% | -220.6% | -47.7% |
| 3Y | +698.5% | +452.3% | +246.2% | +215.2% |
| 5Y | +64.2% | +303.6% | -239.4% | -30.8% |
| All | +59.7% | +358.2% | -298.5% | -32.7% |
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 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