-17.8%
SIMO vs RRC
+29.4%
-47.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -25.4% | +25.2% | -50.6% | -19.8% |
| 3M | -17.8% | +27.8% | -45.6% | -9.7% |
| All | -17.8% | +29.4% | -47.1% | -9.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling