+100.5%
SIMO vs RNG
+179.4%
-78.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | -16.9% | -9.6% | -7.3% | -17.9% |
| 30D | -35.4% | -1.4% | -34.0% | -35.5% |
| 3M | -31.9% | +28.8% | -60.6% | -29.2% |
| 6M | -19.3% | +65.6% | -84.9% | -12.5% |
| YTD | +98.5% | +171.4% | -72.9% | +103.3% |
| 1Y | +100.5% | +185.3% | -84.8% | +98.2% |
| All | +100.5% | +179.4% | -78.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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