+215.7%
SIMO vs RVTY
+78.0%
+137.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.4% |
| 7D | -22.0% | -1.2% | -20.8% | -21.4% |
| 30D | -43.0% | +1.0% | -44.1% | -42.8% |
| 3M | -39.1% | +35.8% | -75.0% | -43.1% |
| 6M | -33.3% | +56.7% | -90.0% | -40.1% |
| YTD | +77.0% | +60.7% | +16.3% | +56.6% |
| 1Y | +73.0% | +73.7% | -0.7% | +48.9% |
| 3Y | +215.7% | +82.8% | +133.0% | +173.0% |
| All | +215.7% | +78.0% | +137.8% | +173.0% |
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