+160.5%
RTX vs SIMO
+248.6%
-88.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | +0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.4% |
| 30D | +7.8% | -25.4% | +33.2% | +7.9% |
| 3M | -9.8% | -17.8% | +8.0% | -9.9% |
| 6M | +13.5% | -29.6% | +43.1% | +13.0% |
| YTD | +10.9% | +100.3% | -89.4% | +4.4% |
| 1Y | +14.0% | +100.4% | -86.4% | +7.1% |
| All | +160.5% | +248.6% | -88.0% | +119.8% |
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