+619.2%
RIO vs SIMO
+548.4%
+70.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +1.0% | +14.5% | -13.5% | -1.2% |
| 30D | +4.0% | +20.4% | -16.4% | +0.6% |
| 3M | +4.5% | +7.1% | -2.6% | +1.5% |
| 6M | +17.3% | +129.2% | -111.9% | -2.2% |
| YTD | +36.2% | +201.9% | -165.8% | +7.1% |
| 1Y | +76.1% | +235.5% | -159.4% | +35.2% |
| 3Y | +102.5% | +463.8% | -361.3% | +37.9% |
| 5Y | +103.5% | +306.7% | -203.2% | +41.3% |
| 10Y | +619.2% | +579.5% | +39.7% | +319.7% |
| All | +619.2% | +548.4% | +70.8% | +319.7% |
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