+215.7%
SIMO vs RRC
+36.3%
+179.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.8% |
| 7D | -22.0% | -10.8% | -11.2% | -20.1% |
| 30D | -43.0% | +22.3% | -65.4% | -45.5% |
| 3M | -39.1% | +26.6% | -65.8% | -42.5% |
| 6M | -33.3% | +18.9% | -52.2% | -36.0% |
| YTD | +77.0% | +39.2% | +37.8% | +59.0% |
| 1Y | +73.0% | +34.0% | +39.1% | +57.2% |
| 3Y | +215.7% | +42.0% | +173.7% | +173.9% |
| All | +215.7% | +36.3% | +179.5% | +173.9% |
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 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