+409.6%
SIMO vs RGEN
+508.6%
-99.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.5% | +5.1% |
| 7D | -8.2% | +3.5% | -11.6% | -8.6% |
| 30D | -34.6% | +2.9% | -37.5% | -34.8% |
| 3M | -32.6% | +9.2% | -41.8% | -33.8% |
| 6M | -31.8% | +44.9% | -76.8% | -37.4% |
| YTD | +87.6% | +9.2% | +78.4% | +81.8% |
| 1Y | +86.7% | +25.3% | +61.4% | +75.5% |
| 3Y | +227.4% | +21.7% | +205.7% | +200.4% |
| 5Y | +173.0% | -34.5% | +207.5% | +171.7% |
| 10Y | +409.6% | +478.9% | -69.3% | +221.5% |
| All | +409.6% | +508.6% | -99.0% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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