+2,101.2%
SIMO vs RGEN
+7,969.3%
-5,868.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.7% |
| 7D | -22.0% | -1.9% | -20.0% | -21.6% |
| 30D | -43.0% | +3.7% | -46.8% | -43.2% |
| 3M | -39.1% | +8.8% | -48.0% | -40.0% |
| 6M | -33.3% | +38.0% | -71.2% | -37.3% |
| YTD | +77.0% | +5.9% | +71.1% | +73.0% |
| 1Y | +73.0% | +19.7% | +53.3% | +65.7% |
| 3Y | +215.7% | +20.5% | +195.2% | +195.1% |
| 5Y | +155.6% | -35.0% | +190.6% | +152.7% |
| 10Y | +388.4% | +540.9% | -152.5% | +232.0% |
| All | +2,101.2% | +7,969.3% | -5,868.1% | +871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling