+384.8%
SIMO vs RRC
+59.4%
+325.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.5% |
| 7D | -22.0% | -10.8% | -11.2% | -20.9% |
| 30D | -43.0% | +22.3% | -65.4% | -44.4% |
| 3M | -39.1% | +26.6% | -65.8% | -41.0% |
| 6M | -33.3% | +18.9% | -52.2% | -34.9% |
| YTD | +77.0% | +39.2% | +37.8% | +68.9% |
| 1Y | +73.0% | +34.0% | +39.1% | +65.8% |
| 3Y | +215.7% | +42.0% | +173.7% | +199.2% |
| 5Y | +155.6% | +111.9% | +43.8% | +127.4% |
| All | +384.8% | +59.4% | +325.4% | +287.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling