+90.0%
RIO vs SIMO
+154.7%
-64.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.2% |
| 7D | +2.2% | -22.0% | +24.2% | +4.7% |
| 30D | -10.1% | -43.0% | +32.9% | -5.0% |
| 3M | -14.1% | -39.1% | +25.0% | -10.5% |
| 6M | -18.9% | -33.3% | +14.4% | -17.3% |
| YTD | +9.9% | +77.0% | -67.1% | -2.9% |
| 1Y | +27.0% | +73.0% | -46.0% | +12.4% |
| 3Y | +50.1% | +215.7% | -165.6% | +20.4% |
| All | +90.0% | +154.7% | -64.6% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling