+3,365.1%
SIMO vs RRC
+156.2%
+3,208.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -12.9% | +4.0% | -16.9% | -14.1% |
| 6M | +110.3% | +1.6% | +108.8% | +107.7% |
| YTD | +178.6% | +19.7% | +158.9% | +165.2% |
| 1Y | +220.0% | +21.4% | +198.6% | +202.9% |
| 3Y | +409.0% | +29.7% | +379.4% | +369.3% |
| 5Y | +277.3% | +153.9% | +123.4% | +181.5% |
| 10Y | +506.6% | +10.8% | +495.8% | +372.2% |
| All | +3,365.1% | +156.2% | +3,208.9% | +1,755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling