+235.5%
SIMO vs RNG
+116.0%
+119.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.0% |
| 7D | +14.5% | -4.1% | +18.6% | +14.1% |
| 30D | +20.4% | +8.6% | +11.8% | +21.1% |
| 3M | +7.1% | +78.0% | -70.8% | +9.0% |
| 6M | +129.2% | +67.0% | +62.2% | +131.7% |
| YTD | +201.9% | +142.4% | +59.5% | +185.4% |
| 1Y | +235.5% | +120.4% | +115.1% | +231.4% |
| All | +235.5% | +116.0% | +119.5% | +231.4% |
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 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