+82.0%
SIMO vs RVTY
+74.8%
+7.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -16.0% | -2.7% | -13.3% | -15.6% |
| 30D | -35.8% | +3.2% | -39.0% | -35.6% |
| 3M | -26.5% | +37.2% | -63.7% | -26.6% |
| 6M | -33.0% | +57.7% | -90.7% | -33.4% |
| YTD | +84.3% | +64.8% | +19.5% | +83.9% |
| 1Y | +82.0% | +72.8% | +9.1% | +84.1% |
| All | +82.0% | +74.8% | +7.2% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling