+408.0%
SIMO vs RRC
+63.1%
+345.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | -8.5% | -10.3% | +1.9% | -7.3% |
| 30D | -34.8% | +19.5% | -54.3% | -36.2% |
| 3M | -32.8% | +27.9% | -60.8% | -34.9% |
| 6M | -32.0% | +21.2% | -53.2% | -33.8% |
| YTD | +87.0% | +39.6% | +47.5% | +78.5% |
| 1Y | +86.1% | +31.3% | +54.8% | +78.8% |
| 3Y | +226.4% | +51.9% | +174.5% | +207.3% |
| 5Y | +172.1% | +110.2% | +62.0% | +142.3% |
| 10Y | +408.0% | +56.7% | +351.4% | +304.9% |
| All | +408.0% | +63.1% | +345.0% | +304.9% |
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