+306.7%
SIMO vs RRX
+16.5%
+290.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.0% |
| 7D | +14.5% | -0.7% | +15.2% | +14.8% |
| 30D | +20.4% | -8.0% | +28.4% | +24.4% |
| 3M | +7.1% | -25.1% | +32.2% | +19.9% |
| 6M | +129.2% | -18.3% | +147.5% | +147.1% |
| YTD | +201.9% | +14.2% | +187.8% | +188.3% |
| 1Y | +235.5% | +13.0% | +222.5% | +220.8% |
| 3Y | +463.8% | +4.2% | +459.6% | +440.1% |
| 5Y | +306.7% | +17.9% | +288.8% | +288.9% |
| All | +306.7% | +16.5% | +290.2% | +288.9% |
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