+1,727.5%
SIMO vs RNG
+324.9%
+1,402.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | -8.2% | -6.2% | -1.9% | -7.2% |
| 30D | -34.6% | -8.0% | -26.6% | -33.7% |
| 3M | -32.6% | +15.7% | -48.3% | -34.4% |
| 6M | -31.8% | +60.3% | -92.2% | -38.3% |
| YTD | +87.6% | +153.8% | -66.2% | +53.3% |
| 1Y | +86.7% | +172.2% | -85.5% | +50.5% |
| 3Y | +227.4% | +174.8% | +52.6% | +155.8% |
| 5Y | +173.0% | -68.6% | +241.6% | +192.6% |
| 10Y | +409.6% | +248.2% | +161.4% | +208.8% |
| All | +1,727.5% | +324.9% | +1,402.7% | +960.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling