+528.8%
SIMO vs RGEN
+406.9%
+121.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | +14.6% | -0.9% | +15.5% | +14.8% |
| 30D | +6.2% | +2.8% | +3.4% | +5.6% |
| 3M | +3.6% | +34.5% | -30.9% | -3.3% |
| 6M | +130.8% | +40.5% | +90.3% | +112.1% |
| YTD | +195.8% | +2.8% | +192.9% | +189.8% |
| 1Y | +225.0% | +39.6% | +185.4% | +197.7% |
| 3Y | +452.3% | +4.4% | +447.9% | +419.0% |
| 5Y | +303.6% | -42.8% | +346.4% | +311.4% |
| 10Y | +528.8% | +406.7% | +122.1% | +303.7% |
| All | +528.8% | +406.9% | +121.9% | +303.7% |
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