+685.2%
RSP vs SIMO
+3,332.4%
-2,647.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.8% |
| 7D | -0.8% | +4.2% | -5.0% | -1.5% |
| 30D | -0.3% | +4.1% | -4.4% | -1.5% |
| 3M | +4.3% | -12.9% | +17.2% | +4.3% |
| 6M | +8.8% | +110.3% | -101.5% | -7.2% |
| YTD | +15.3% | +178.6% | -163.3% | -6.8% |
| 1Y | +18.3% | +220.0% | -201.7% | -6.9% |
| 3Y | +52.8% | +409.0% | -356.2% | +9.3% |
| 5Y | +51.7% | +277.3% | -225.6% | +10.3% |
| 10Y | +208.5% | +506.6% | -298.1% | +97.3% |
| All | +685.2% | +3,332.4% | -2,647.2% | +185.0% |
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