+417.8%
SIMO vs RGEN
+411.3%
+6.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -1.6% |
| 7D | +14.9% | -1.2% | +16.0% | +15.2% |
| 30D | -27.0% | -5.1% | -21.9% | -26.0% |
| 3M | -25.4% | +0.5% | -25.9% | -25.4% |
| 6M | -30.3% | +46.6% | -76.8% | -36.1% |
| YTD | +95.8% | +1.6% | +94.2% | +92.4% |
| 1Y | +100.0% | +5.4% | +94.6% | +95.1% |
| 3Y | +238.3% | +12.8% | +225.4% | +215.1% |
| 5Y | +187.6% | -35.6% | +223.1% | +186.6% |
| All | +417.8% | +411.3% | +6.5% | +238.1% |
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