+408.0%
SIMO vs RCAT
-99.6%
+507.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.4% | -5.7% | +5.6% |
| 7D | -8.5% | +1.1% | -9.6% | -8.5% |
| 30D | -34.8% | -22.0% | -12.8% | -34.7% |
| 3M | -32.8% | -51.1% | +18.3% | -32.5% |
| 6M | -32.0% | -56.6% | +24.6% | -31.7% |
| YTD | +87.0% | -43.3% | +130.3% | +87.3% |
| 1Y | +86.1% | -51.5% | +137.6% | +86.5% |
| 3Y | +226.4% | +411.4% | -185.0% | +222.9% |
| 5Y | +172.1% | +74.4% | +97.7% | +169.6% |
| 10Y | +408.0% | -99.6% | +507.6% | +373.6% |
| All | +408.0% | -99.6% | +507.6% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling