+169.3%
RTX vs SIMO
+269.6%
-100.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -0.9% |
| 7D | -5.2% | +4.2% | -9.4% | -5.3% |
| 30D | -9.4% | +4.1% | -13.5% | -9.6% |
| 3M | +12.3% | -12.9% | +25.2% | +12.2% |
| 6M | -3.1% | +110.3% | -113.5% | -7.9% |
| YTD | +10.7% | +178.6% | -167.9% | +2.7% |
| 1Y | +28.4% | +220.0% | -191.6% | +17.5% |
| 3Y | +147.1% | +409.0% | -262.0% | +114.4% |
| All | +169.3% | +269.6% | -100.2% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling