+217.9%
SIMO vs RVTY
+85.4%
+132.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.1% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | -24.0% | +1.5% | -25.5% | -23.7% |
| 3M | -31.8% | +31.5% | -63.2% | -35.7% |
| 6M | -36.9% | +62.7% | -99.6% | -43.8% |
| YTD | +84.8% | +60.0% | +24.9% | +63.8% |
| 1Y | +99.0% | +65.7% | +33.3% | +74.0% |
| 3Y | +217.9% | +85.2% | +132.7% | +173.6% |
| All | +217.9% | +85.4% | +132.6% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling