+680.5%
RSP vs SIMO
+1,993.5%
-1,313.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.4% | +11.5% | -0.8% |
| 7D | -1.4% | -31.4% | +29.9% | +3.6% |
| 30D | +2.1% | -45.2% | +47.3% | +10.3% |
| 3M | -0.9% | -36.5% | +35.6% | +3.7% |
| 6M | +7.5% | -34.2% | +41.7% | +9.8% |
| YTD | +14.6% | +69.9% | -55.3% | -1.9% |
| 1Y | +17.6% | +60.4% | -42.8% | +1.5% |
| 3Y | +60.8% | +203.1% | -142.3% | +22.3% |
| 5Y | +46.1% | +145.4% | -99.3% | +11.4% |
| 10Y | +221.4% | +368.9% | -147.5% | +110.4% |
| All | +680.5% | +1,993.5% | -1,313.0% | +199.9% |
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