+150.6%
RTX vs SIMO
+418.6%
-267.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -0.7% |
| 7D | -5.2% | +4.2% | -9.4% | -5.2% |
| 30D | -9.4% | +4.1% | -13.5% | -9.4% |
| 3M | +12.3% | -12.9% | +25.2% | +12.1% |
| 6M | -3.1% | +110.3% | -113.5% | -6.6% |
| YTD | +10.7% | +178.6% | -167.9% | +4.0% |
| 1Y | +28.4% | +220.0% | -191.6% | +18.7% |
| All | +150.6% | +418.6% | -267.9% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling