+156.7%
SIMO vs RCAT
+46.9%
+109.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +18.6% | -14.5% | +2.9% |
| 7D | -22.0% | -12.7% | -9.3% | -21.3% |
| 30D | -43.0% | -34.3% | -8.7% | -41.6% |
| 3M | -39.1% | -53.4% | +14.3% | -36.5% |
| 6M | -33.3% | -62.0% | +28.7% | -30.1% |
| YTD | +77.0% | -49.1% | +126.0% | +80.0% |
| 1Y | +73.0% | -53.1% | +126.1% | +76.2% |
| 3Y | +215.7% | +318.7% | -102.9% | +203.9% |
| All | +156.7% | +46.9% | +109.8% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling