+2,335.3%
SIMO vs RVTY
+872.3%
+1,463.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +14.9% | +4.1% | +10.8% | +12.8% |
| 30D | -27.0% | +1.3% | -28.3% | -26.8% |
| 3M | -25.4% | +33.3% | -58.6% | -34.6% |
| 6M | -30.3% | +58.3% | -88.6% | -44.2% |
| YTD | +95.8% | +62.7% | +33.1% | +51.7% |
| 1Y | +100.0% | +67.2% | +32.8% | +52.6% |
| 3Y | +238.3% | +87.3% | +150.9% | +132.9% |
| 5Y | +187.6% | -13.4% | +201.0% | +176.0% |
| 10Y | +422.5% | +217.2% | +205.3% | +121.5% |
| All | +2,335.3% | +872.3% | +1,463.0% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling