+407.5%
SIMO vs RCAT
-99.6%
+507.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.7% |
| 7D | -16.0% | -5.6% | -10.4% | -16.0% |
| 30D | -35.8% | -27.0% | -8.7% | -35.6% |
| 3M | -26.5% | -57.9% | +31.4% | -26.0% |
| 6M | -33.0% | -59.4% | +26.4% | -32.6% |
| YTD | +84.3% | -46.9% | +131.3% | +84.7% |
| 1Y | +82.0% | -54.0% | +136.0% | +82.5% |
| 3Y | +218.5% | +378.4% | -159.9% | +215.3% |
| 5Y | +175.0% | +61.9% | +113.1% | +172.6% |
| 10Y | +407.5% | -99.6% | +507.1% | +372.5% |
| All | +407.5% | -99.6% | +507.1% | +372.5% |
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 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