+388.8%
SIMO vs RCAT
-99.8%
+488.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.2% | -5.6% |
| 7D | +4.1% | -5.9% | +10.1% | +4.2% |
| 30D | -24.0% | -19.7% | -4.3% | -23.8% |
| 3M | -31.8% | -62.9% | +31.1% | -31.3% |
| 6M | -36.9% | -59.6% | +22.7% | -36.5% |
| YTD | +84.8% | -52.1% | +136.9% | +85.4% |
| 1Y | +99.0% | -50.9% | +149.9% | +99.5% |
| 3Y | +217.9% | +333.8% | -115.8% | +215.2% |
| 5Y | +171.5% | +40.7% | +130.7% | +169.5% |
| All | +388.8% | -99.8% | +488.6% | +363.9% |
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