+221.3%
SIMO vs RSG
-2.0%
+223.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -5.3% |
| 7D | +12.5% | -1.8% | +14.3% | +10.0% |
| 30D | +18.4% | +2.8% | +15.6% | +23.3% |
| 3M | +5.6% | +4.3% | +1.3% | +13.8% |
| 6M | +116.9% | -0.5% | +117.4% | +129.5% |
| YTD | +188.4% | +5.2% | +183.2% | +220.6% |
| 1Y | +221.3% | -2.1% | +223.4% | +243.2% |
| All | +221.3% | -2.0% | +223.3% | +243.2% |
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 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