+417.8%
SIMO vs RRX
+207.5%
+210.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +14.9% | +12.6% | +2.2% | +9.3% |
| 30D | -27.0% | +10.6% | -37.6% | -29.2% |
| 3M | -25.4% | +4.6% | -30.0% | -25.7% |
| 6M | -30.3% | -13.6% | -16.6% | -24.7% |
| YTD | +95.8% | +29.4% | +66.4% | +78.3% |
| 1Y | +100.0% | +31.9% | +68.1% | +80.5% |
| 3Y | +238.3% | +68.3% | +170.0% | +173.0% |
| 5Y | +187.6% | +13.2% | +174.3% | +157.9% |
| All | +417.8% | +207.5% | +210.3% | +196.9% |
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