+220.0%
SIMO vs RSG
-3.6%
+223.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +7.3% |
| 7D | +4.2% | +0.3% | +4.0% | +4.8% |
| 30D | +4.1% | +7.6% | -3.5% | +14.9% |
| 3M | -12.9% | +7.4% | -20.3% | -3.4% |
| 6M | +110.3% | -3.3% | +113.6% | +120.0% |
| YTD | +178.6% | +6.0% | +172.6% | +212.7% |
| 1Y | +220.0% | -3.7% | +223.7% | +245.3% |
| All | +220.0% | -3.6% | +223.6% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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