+1,105.1%
RIO vs SIMO
+3,332.4%
-2,227.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -1.4% |
| 7D | 0.0% | +4.2% | -4.3% | -1.0% |
| 30D | +4.0% | +4.1% | -0.1% | +2.1% |
| 3M | +0.1% | -12.9% | +13.0% | +0.3% |
| 6M | +12.7% | +110.3% | -97.6% | -10.1% |
| YTD | +35.6% | +178.6% | -143.0% | +0.6% |
| 1Y | +73.7% | +220.0% | -146.3% | +24.2% |
| 3Y | +93.3% | +409.0% | -315.7% | +20.8% |
| 5Y | +92.4% | +277.3% | -184.9% | +22.2% |
| 10Y | +606.9% | +506.6% | +100.3% | +269.7% |
| All | +1,105.1% | +3,332.4% | -2,227.3% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling