+481.4%
SIMO vs RVTY
+149.2%
+332.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +4.2% | +1.1% | +3.1% | +3.9% |
| 30D | +4.1% | +13.2% | -9.1% | 0.0% |
| 3M | -12.9% | +27.2% | -40.1% | -19.7% |
| 6M | +110.3% | +32.4% | +77.9% | +90.0% |
| YTD | +178.6% | +34.9% | +143.7% | +148.5% |
| 1Y | +220.0% | +52.4% | +167.6% | +173.1% |
| 3Y | +409.0% | +12.3% | +396.8% | +368.2% |
| 5Y | +277.3% | -30.8% | +308.1% | +309.6% |
| All | +481.4% | +149.2% | +332.2% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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