+100.5%
SIMO vs RRC
+44.7%
+55.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.1% | -10.0% |
| 7D | -16.9% | -6.8% | -10.1% | -17.5% |
| 30D | -35.4% | +34.7% | -70.1% | -32.0% |
| 3M | -31.9% | +31.5% | -63.4% | -28.3% |
| 6M | -19.3% | +21.8% | -41.1% | -13.4% |
| YTD | +98.5% | +48.9% | +49.6% | +99.6% |
| 1Y | +100.5% | +42.1% | +58.4% | +102.1% |
| All | +100.5% | +44.7% | +55.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling