+225.0%
SIMO vs RGEN
+37.7%
+187.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.2% |
| 7D | +14.6% | -0.9% | +15.5% | +14.6% |
| 30D | +6.2% | +2.8% | +3.4% | +6.3% |
| 3M | +3.6% | +34.5% | -30.9% | +1.4% |
| 6M | +130.8% | +40.5% | +90.3% | +122.5% |
| YTD | +195.8% | +2.8% | +192.9% | +211.2% |
| 1Y | +225.0% | +39.6% | +185.4% | +219.9% |
| All | +225.0% | +37.7% | +187.3% | +219.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling