+549.0%
SIMO vs RRX
+216.7%
+332.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.5% | -3.7% |
| 7D | +12.5% | -3.7% | +16.3% | +14.2% |
| 30D | +18.4% | -9.3% | +27.7% | +23.2% |
| 3M | +5.6% | -21.8% | +27.4% | +17.0% |
| 6M | +116.9% | -22.0% | +138.9% | +138.0% |
| YTD | +188.4% | +11.9% | +176.5% | +174.5% |
| 1Y | +221.3% | +11.6% | +209.7% | +205.4% |
| 3Y | +438.6% | +2.2% | +436.4% | +409.5% |
| 5Y | +287.9% | +14.9% | +273.0% | +239.9% |
| All | +549.0% | +216.7% | +332.3% | +260.7% |
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