+100.0%
SIMO vs RRX
+36.1%
+63.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | +14.9% | +12.6% | +2.2% | +6.7% |
| 30D | -27.0% | +10.6% | -37.6% | -30.4% |
| 3M | -25.4% | +4.6% | -30.0% | -26.6% |
| 6M | -30.3% | -13.6% | -16.6% | -25.1% |
| YTD | +95.8% | +29.4% | +66.4% | +90.6% |
| 1Y | +100.0% | +31.9% | +68.1% | +94.6% |
| All | +100.0% | +36.1% | +63.9% | +94.6% |
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