+3,365.1%
SIMO vs RSG
+1,339.9%
+2,025.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +9.3% |
| 7D | +4.2% | +0.3% | +4.0% | +4.0% |
| 30D | +4.1% | +7.6% | -3.5% | -0.1% |
| 3M | -12.9% | +7.4% | -20.3% | -17.9% |
| 6M | +110.3% | -3.3% | +113.6% | +108.1% |
| YTD | +178.6% | +6.0% | +172.6% | +160.7% |
| 1Y | +220.0% | -3.7% | +223.7% | +214.1% |
| 3Y | +409.0% | +59.1% | +349.9% | +264.4% |
| 5Y | +277.3% | +89.0% | +188.3% | +134.5% |
| 10Y | +506.6% | +412.5% | +94.1% | +83.0% |
| All | +3,365.1% | +1,339.9% | +2,025.1% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling