+303.6%
SIMO vs RNG
-70.8%
+374.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.5% | +6.6% |
| 7D | +14.6% | -0.8% | +15.4% | +14.6% |
| 30D | +6.2% | +11.4% | -5.2% | +4.8% |
| 3M | +3.6% | +72.1% | -68.5% | -4.0% |
| 6M | +130.8% | +67.9% | +62.8% | +113.0% |
| YTD | +195.8% | +144.3% | +51.4% | +154.8% |
| 1Y | +225.0% | +117.5% | +107.5% | +184.4% |
| 3Y | +452.3% | +123.9% | +328.4% | +368.6% |
| 5Y | +303.6% | -70.1% | +373.7% | +295.2% |
| All | +303.6% | -70.8% | +374.4% | +295.2% |
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