+388.8%
SIMO vs RRX
+200.5%
+188.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.6% |
| 7D | +4.1% | +4.3% | -0.2% | +2.4% |
| 30D | -24.0% | +12.3% | -36.3% | -26.8% |
| 3M | -31.8% | +3.7% | -35.4% | -31.7% |
| 6M | -36.9% | -13.9% | -23.0% | -31.5% |
| YTD | +84.8% | +26.5% | +58.4% | +70.0% |
| 1Y | +99.0% | +29.3% | +69.7% | +81.1% |
| 3Y | +217.9% | +65.6% | +152.4% | +158.7% |
| 5Y | +171.5% | +10.6% | +160.8% | +145.9% |
| All | +388.8% | +200.5% | +188.3% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling