+579.5%
SIMO vs RNG
+215.2%
+364.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +14.5% | -4.1% | +18.6% | +15.0% |
| 30D | +20.4% | +8.6% | +11.8% | +18.6% |
| 3M | +7.1% | +78.0% | -70.8% | -3.9% |
| 6M | +129.2% | +67.0% | +62.2% | +106.0% |
| YTD | +201.9% | +142.4% | +59.5% | +150.0% |
| 1Y | +235.5% | +120.4% | +115.1% | +182.1% |
| 3Y | +463.8% | +122.1% | +341.7% | +358.2% |
| 5Y | +306.7% | -69.8% | +376.5% | +341.3% |
| 10Y | +579.5% | +223.4% | +356.1% | +282.5% |
| All | +579.5% | +215.2% | +364.2% | +282.5% |
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