+415.5%
SIMO vs RRC
+31.1%
+384.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.9% |
| 7D | +4.2% | +1.3% | +2.9% | +3.9% |
| 30D | +4.1% | +10.1% | -6.0% | +1.6% |
| 3M | -12.9% | +4.0% | -16.9% | -13.8% |
| 6M | +110.3% | +1.6% | +108.8% | +107.9% |
| YTD | +178.6% | +19.7% | +158.9% | +160.3% |
| 1Y | +220.0% | +21.4% | +198.6% | +196.4% |
| All | +415.5% | +31.1% | +384.4% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling