+73.0%
SIMO vs RCAT
-56.7%
+129.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +18.6% | -14.5% | +1.5% |
| 7D | -22.0% | -12.7% | -9.3% | -20.7% |
| 30D | -43.0% | -34.3% | -8.7% | -40.5% |
| 3M | -39.1% | -53.4% | +14.3% | -35.0% |
| 6M | -33.3% | -62.0% | +28.7% | -28.4% |
| YTD | +77.0% | -49.1% | +126.0% | +78.0% |
| 1Y | +73.0% | -53.1% | +126.1% | +74.5% |
| All | +73.0% | -56.7% | +129.7% | +74.5% |
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