+110.8%
SIMO vs RNG
+178.5%
-67.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.2% |
| 7D | +14.9% | +2.3% | +12.6% | +15.1% |
| 30D | -27.0% | -3.4% | -23.6% | -27.3% |
| 3M | -25.4% | +20.9% | -46.3% | -23.0% |
| 6M | -30.3% | +82.2% | -112.5% | -25.3% |
| YTD | +95.8% | +164.6% | -68.8% | +101.3% |
| All | +110.8% | +178.5% | -67.7% | +108.9% |
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