+268.6%
RTX vs SIMO
+395.4%
-126.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.2% |
| 7D | -1.7% | -16.0% | +14.3% | -0.2% |
| 30D | +7.7% | -35.8% | +43.4% | +11.8% |
| 3M | -10.3% | -26.5% | +16.1% | -8.9% |
| 6M | +14.6% | -33.0% | +47.6% | +15.5% |
| YTD | +10.4% | +84.3% | -74.0% | -6.0% |
| 1Y | +13.5% | +82.0% | -68.5% | -3.2% |
| 3Y | +158.6% | +218.5% | -59.9% | +94.1% |
| 5Y | +147.3% | +175.0% | -27.8% | +81.7% |
| 10Y | +268.6% | +407.5% | -138.9% | +118.1% |
| All | +268.6% | +395.4% | -126.8% | +118.1% |
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