+270.1%
SIMO vs RRC
+156.2%
+113.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.8% |
| 7D | +4.2% | +1.3% | +2.9% | +4.0% |
| 30D | +4.1% | +10.1% | -6.0% | +2.5% |
| 3M | -12.9% | +4.0% | -16.9% | -13.6% |
| 6M | +110.3% | +1.6% | +108.8% | +108.7% |
| YTD | +178.6% | +19.7% | +158.9% | +168.7% |
| 1Y | +220.0% | +21.4% | +198.6% | +207.5% |
| 3Y | +409.0% | +29.7% | +379.4% | +383.5% |
| All | +270.1% | +156.2% | +113.8% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling