+2,101.2%
SIMO vs RVTY
+860.5%
+1,240.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +2.8% |
| 7D | -22.0% | -1.2% | -20.8% | -21.1% |
| 30D | -43.0% | +1.0% | -44.1% | -42.9% |
| 3M | -39.1% | +35.8% | -75.0% | -47.2% |
| 6M | -33.3% | +56.7% | -90.0% | -46.4% |
| YTD | +77.0% | +60.7% | +16.3% | +37.9% |
| 1Y | +73.0% | +73.7% | -0.7% | +29.4% |
| 3Y | +215.7% | +82.8% | +133.0% | +119.8% |
| 5Y | +155.6% | -7.0% | +162.7% | +135.3% |
| 10Y | +388.4% | +212.3% | +176.1% | +108.4% |
| All | +2,101.2% | +860.5% | +1,240.7% | +373.5% |
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