+218.5%
SIMO vs RCAT
+373.0%
-154.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.2% |
| 7D | -16.0% | -5.6% | -10.4% | -15.7% |
| 30D | -35.8% | -27.0% | -8.7% | -34.2% |
| 3M | -26.5% | -57.9% | +31.4% | -22.1% |
| 6M | -33.0% | -59.4% | +26.4% | -29.4% |
| YTD | +84.3% | -46.9% | +131.3% | +87.0% |
| 1Y | +82.0% | -54.0% | +136.0% | +85.6% |
| 3Y | +218.5% | +378.4% | -159.9% | +207.4% |
| All | +218.5% | +373.0% | -154.5% | +207.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling