+236.3%
SIMO vs RRX
+12.0%
+224.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.3% |
| 7D | +14.5% | -0.7% | +15.2% | +14.9% |
| 30D | +20.4% | -8.0% | +28.4% | +25.6% |
| 3M | +7.1% | -25.1% | +32.2% | +23.0% |
| 6M | +129.2% | -18.3% | +147.5% | +153.8% |
| YTD | +201.9% | +14.2% | +187.8% | +188.2% |
| All | +236.3% | +12.0% | +224.3% | +221.9% |
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 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