+388.8%
SIMO vs RNG
+234.5%
+154.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | +4.1% | +4.6% | -0.5% | +3.5% |
| 30D | -24.0% | +0.4% | -24.4% | -23.9% |
| 3M | -31.8% | +11.4% | -43.2% | -33.0% |
| 6M | -36.9% | +95.7% | -132.6% | -44.4% |
| YTD | +84.8% | +162.9% | -78.1% | +51.4% |
| 1Y | +99.0% | +180.3% | -81.3% | +61.0% |
| 3Y | +217.9% | +188.3% | +29.6% | +148.7% |
| 5Y | +171.5% | -72.5% | +244.0% | +204.6% |
| All | +388.8% | +234.5% | +154.3% | +174.4% |
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