+156.7%
SIMO vs RVTY
-7.4%
+164.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.5% |
| 7D | -22.0% | -1.2% | -20.8% | -21.5% |
| 30D | -43.0% | +1.0% | -44.1% | -42.9% |
| 3M | -39.1% | +35.8% | -75.0% | -42.9% |
| 6M | -33.3% | +56.7% | -90.0% | -39.7% |
| YTD | +77.0% | +60.7% | +16.3% | +58.1% |
| 1Y | +73.0% | +73.7% | -0.7% | +51.3% |
| 3Y | +215.7% | +82.8% | +133.0% | +172.1% |
| All | +156.7% | -7.4% | +164.2% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling