+452.3%
SIMO vs RSG
+55.3%
+397.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.0% |
| 7D | +14.6% | -0.7% | +15.4% | +14.4% |
| 30D | +6.2% | +3.3% | +2.9% | +7.5% |
| 3M | +3.6% | +8.5% | -4.9% | +5.5% |
| 6M | +130.8% | -3.5% | +134.3% | +137.4% |
| YTD | +195.8% | +5.5% | +190.3% | +200.3% |
| 1Y | +225.0% | -1.7% | +226.7% | +235.5% |
| 3Y | +452.3% | +56.9% | +395.4% | +418.0% |
| All | +452.3% | +55.3% | +397.0% | +418.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling