+220.0%
SIMO vs RCAT
-2.3%
+222.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.0% | +10.7% | +8.9% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | +4.1% | -3.3% | +7.4% | +4.1% |
| 3M | -12.9% | -43.2% | +30.3% | -11.1% |
| 6M | +110.3% | -43.2% | +153.5% | +114.0% |
| YTD | +178.6% | +5.5% | +173.0% | +157.3% |
| 1Y | +220.0% | -1.6% | +221.6% | +196.5% |
| All | +220.0% | -2.3% | +222.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling