+2,613.6%
SIMO vs RNG
+327.7%
+2,285.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +9.3% |
| 7D | +4.2% | +5.8% | -1.5% | +3.3% |
| 30D | +4.1% | +19.6% | -15.5% | +1.0% |
| 3M | -12.9% | +67.0% | -79.9% | -21.1% |
| 6M | +110.3% | +88.4% | +22.0% | +84.5% |
| YTD | +178.6% | +155.5% | +23.1% | +127.7% |
| 1Y | +220.0% | +141.7% | +78.3% | +163.8% |
| 3Y | +409.0% | +131.1% | +278.0% | +309.1% |
| 5Y | +277.3% | -70.6% | +347.9% | +309.0% |
| 10Y | +506.6% | +228.2% | +278.4% | +271.7% |
| All | +2,613.6% | +327.7% | +2,285.8% | +1,475.6% |
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