+220.0%
SIMO vs RRX
+14.9%
+205.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +4.2% | +3.4% | +0.8% | +2.5% |
| 30D | +4.1% | -11.1% | +15.2% | +10.3% |
| 3M | -12.9% | -23.7% | +10.9% | -0.8% |
| 6M | +110.3% | -22.0% | +132.3% | +134.8% |
| YTD | +178.6% | +16.5% | +162.1% | +164.2% |
| 1Y | +220.0% | +11.5% | +208.5% | +216.6% |
| All | +220.0% | +14.9% | +205.1% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling