+677.5%
RSP vs SIMO
+2,080.4%
-1,402.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.0% |
| 7D | -1.0% | -22.0% | +21.0% | +2.2% |
| 30D | +2.6% | -43.0% | +45.6% | +10.2% |
| 3M | -0.8% | -39.1% | +38.4% | +4.5% |
| 6M | +6.3% | -33.3% | +39.6% | +8.3% |
| YTD | +14.1% | +77.0% | -62.8% | -2.9% |
| 1Y | +18.0% | +73.0% | -55.0% | +0.7% |
| 3Y | +61.0% | +215.7% | -154.7% | +21.7% |
| 5Y | +45.6% | +155.6% | -110.0% | +10.3% |
| 10Y | +220.2% | +388.4% | -168.2% | +108.4% |
| All | +677.5% | +2,080.4% | -1,402.9% | +197.0% |
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