+2,013.4%
SIMO vs RCAT
-100.0%
+2,113.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -14.9% | +0.5% | -14.3% |
| 7D | -31.4% | -32.6% | +1.2% | -31.2% |
| 30D | -45.2% | -46.3% | +1.1% | -45.0% |
| 3M | -36.5% | -60.7% | +24.2% | -36.2% |
| 6M | -34.2% | -67.4% | +33.2% | -33.8% |
| YTD | +69.9% | -57.1% | +127.0% | +70.4% |
| 1Y | +60.4% | -63.8% | +124.2% | +60.9% |
| 3Y | +203.1% | +268.1% | -65.0% | +199.8% |
| 5Y | +145.4% | +25.2% | +120.3% | +143.2% |
| 10Y | +368.9% | -99.7% | +468.6% | +328.7% |
| All | +2,013.4% | -100.0% | +2,113.4% | +1,239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling