+147.4%
RTX vs SIMO
+170.3%
-22.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.2% |
| 7D | +4.8% | +4.1% | +0.7% | +4.7% |
| 30D | +6.5% | -24.0% | +30.5% | +7.0% |
| 3M | -9.6% | -31.8% | +22.1% | -9.2% |
| 6M | +12.3% | -36.9% | +49.2% | +12.5% |
| YTD | +9.5% | +84.8% | -75.4% | +2.2% |
| 1Y | +15.8% | +99.0% | -83.1% | +7.5% |
| 3Y | +157.0% | +217.9% | -60.9% | +125.4% |
| All | +147.4% | +170.3% | -22.9% | +111.6% |
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