+417.8%
SIMO vs RSG
+452.6%
-34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.4% |
| 7D | +14.9% | +1.4% | +13.4% | +14.7% |
| 30D | -27.0% | +15.0% | -42.0% | -28.8% |
| 3M | -25.4% | +18.5% | -43.8% | -27.8% |
| 6M | -30.3% | +25.8% | -56.0% | -34.3% |
| YTD | +95.8% | +20.8% | +75.0% | +85.5% |
| 1Y | +100.0% | +24.8% | +75.2% | +87.1% |
| 3Y | +238.3% | +65.9% | +172.4% | +182.0% |
| 5Y | +187.6% | +99.1% | +88.5% | +120.5% |
| All | +417.8% | +452.6% | -34.8% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling