+173.0%
SIMO vs RNG
-68.7%
+241.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | -8.2% | -6.2% | -1.9% | -7.5% |
| 30D | -34.6% | -8.0% | -26.6% | -34.0% |
| 3M | -32.6% | +15.7% | -48.3% | -33.7% |
| 6M | -31.8% | +60.3% | -92.2% | -36.4% |
| YTD | +87.6% | +153.8% | -66.2% | +60.6% |
| 1Y | +86.7% | +172.2% | -85.5% | +58.0% |
| 3Y | +227.4% | +174.8% | +52.6% | +170.8% |
| 5Y | +173.0% | -68.6% | +241.6% | +177.8% |
| All | +173.0% | -68.7% | +241.7% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling