+569.1%
RMBS vs SIMO
+548.4%
+20.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | +3.5% | +14.5% | -11.1% | -2.6% |
| 30D | -8.6% | +20.4% | -29.0% | -16.1% |
| 3M | -40.3% | +7.1% | -47.4% | -43.0% |
| 6M | -1.0% | +129.2% | -130.2% | -33.7% |
| YTD | -4.6% | +201.9% | -206.6% | -44.8% |
| 1Y | +17.6% | +235.5% | -217.9% | -34.1% |
| 3Y | +58.6% | +463.8% | -405.2% | -26.7% |
| 5Y | +270.9% | +306.7% | -35.8% | +81.2% |
| 10Y | +569.1% | +579.5% | -10.4% | +146.0% |
| All | +569.1% | +548.4% | +20.7% | +146.0% |
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