+267.0%
RTX vs SIMO
+379.7%
-112.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.6% |
| 7D | -5.1% | -22.0% | +16.9% | -3.0% |
| 30D | +5.1% | -43.0% | +48.2% | +10.4% |
| 3M | -14.8% | -39.1% | +24.3% | -11.8% |
| 6M | +8.0% | -33.3% | +41.3% | +8.8% |
| YTD | +4.5% | +77.0% | -72.5% | -10.6% |
| 1Y | +9.8% | +73.0% | -63.2% | -5.8% |
| 3Y | +144.2% | +215.7% | -71.5% | +83.0% |
| 5Y | +131.4% | +155.6% | -24.2% | +72.2% |
| All | +267.0% | +379.7% | -112.7% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling