+166.7%
SIMO vs RRX
+14.4%
+152.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -16.0% | 0.0% | -16.0% | -15.7% |
| 30D | -35.8% | +9.0% | -44.8% | -37.5% |
| 3M | -26.5% | +4.0% | -30.5% | -26.8% |
| 6M | -33.0% | -15.7% | -17.3% | -27.3% |
| YTD | +84.3% | +29.0% | +55.3% | +69.2% |
| 1Y | +82.0% | +35.2% | +46.7% | +63.8% |
| 3Y | +218.5% | +67.7% | +150.8% | +167.2% |
| All | +166.7% | +14.4% | +152.3% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling