+902.6%
RTX vs SIMO
+3,332.4%
-2,429.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -1.7% |
| 7D | -5.2% | +4.2% | -9.4% | -5.7% |
| 30D | -9.4% | +4.1% | -13.5% | -10.2% |
| 3M | +12.3% | -12.9% | +25.2% | +12.2% |
| 6M | -3.1% | +110.3% | -113.5% | -15.2% |
| YTD | +10.7% | +178.6% | -167.9% | -7.4% |
| 1Y | +28.4% | +220.0% | -191.6% | +4.9% |
| 3Y | +147.1% | +409.0% | -262.0% | +85.4% |
| 5Y | +167.2% | +277.3% | -110.1% | +103.0% |
| 10Y | +274.7% | +506.6% | -231.9% | +155.0% |
| All | +902.6% | +3,332.4% | -2,429.7% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling