+1,851.2%
SIMO vs RNG
+338.4%
+1,512.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.2% | +8.3% |
| 7D | +0.9% | -3.5% | +4.4% | +1.6% |
| 30D | -25.4% | -3.8% | -21.6% | -24.8% |
| 3M | -17.8% | +18.6% | -36.3% | -20.1% |
| 6M | -29.6% | +69.2% | -98.7% | -36.8% |
| YTD | +100.3% | +161.9% | -61.6% | +63.0% |
| 1Y | +100.4% | +176.2% | -75.9% | +61.3% |
| 3Y | +246.1% | +174.5% | +71.6% | +170.7% |
| 5Y | +189.8% | -71.9% | +261.7% | +220.0% |
| 10Y | +434.6% | +235.4% | +199.2% | +226.8% |
| All | +1,851.2% | +338.4% | +1,512.8% | +1,027.6% |
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