+381.4%
RIO vs SIMO
+436.4%
-54.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.3% |
| 7D | +4.4% | -8.2% | +12.6% | +5.4% |
| 30D | -8.9% | -34.6% | +25.8% | -3.7% |
| 3M | -12.7% | -32.6% | +20.0% | -9.0% |
| 6M | -16.2% | -31.8% | +15.6% | -14.3% |
| YTD | +13.4% | +87.6% | -74.2% | -5.4% |
| 1Y | +30.9% | +86.7% | -55.8% | +9.1% |
| 3Y | +60.2% | +227.4% | -167.3% | +17.0% |
| 5Y | +98.9% | +173.0% | -74.1% | +43.8% |
| 10Y | +381.4% | +409.6% | -28.2% | +185.5% |
| All | +381.4% | +436.4% | -54.9% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling