+407.5%
SIMO vs RNG
+247.5%
+160.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | -16.0% | -6.0% | -10.0% | -15.2% |
| 30D | -35.8% | -7.4% | -28.4% | -34.9% |
| 3M | -26.5% | +14.6% | -41.1% | -28.1% |
| 6M | -33.0% | +61.5% | -94.5% | -39.2% |
| YTD | +84.3% | +155.7% | -71.3% | +51.5% |
| 1Y | +82.0% | +172.5% | -90.5% | +47.7% |
| 3Y | +218.5% | +168.0% | +50.5% | +151.7% |
| 5Y | +175.0% | -73.8% | +248.8% | +210.9% |
| 10Y | +407.5% | +240.3% | +167.2% | +178.5% |
| All | +407.5% | +247.5% | +160.0% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling