+561.2%
RMBS vs SIMO
+453.3%
+107.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +1.9% |
| 7D | +3.0% | +0.9% | +2.0% | +3.1% |
| 30D | -15.5% | -25.4% | +9.9% | -4.5% |
| 3M | -11.5% | -17.8% | +6.3% | -5.2% |
| 6M | -36.5% | -29.6% | -7.0% | -27.8% |
| YTD | -7.1% | +100.3% | -107.4% | -37.0% |
| 1Y | -18.7% | +100.4% | -119.0% | -44.6% |
| 3Y | +36.2% | +246.1% | -209.9% | -24.7% |
| 5Y | +252.0% | +189.8% | +62.2% | +96.0% |
| 10Y | +561.2% | +434.6% | +126.6% | +174.8% |
| All | +561.2% | +453.3% | +107.9% | +174.8% |
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 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