+306.7%
SIMO vs RSG
+90.2%
+216.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +14.5% | 0.0% | +14.5% | +14.5% |
| 30D | +20.4% | +3.7% | +16.8% | +21.0% |
| 3M | +7.1% | +6.2% | +1.0% | +7.5% |
| 6M | +129.2% | -2.8% | +132.0% | +132.4% |
| YTD | +201.9% | +5.9% | +196.0% | +202.3% |
| 1Y | +235.5% | -1.8% | +237.3% | +240.1% |
| 3Y | +463.8% | +57.5% | +406.3% | +430.2% |
| 5Y | +306.7% | +91.1% | +215.6% | +256.9% |
| All | +306.7% | +90.2% | +216.5% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling