+17.6%
RMBS vs SIMO
+234.0%
-216.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.2% |
| 3M | -40.3% | +7.1% | -47.4% | -42.6% |
| 6M | -1.0% | +129.2% | -130.2% | -30.9% |
| YTD | -4.6% | +201.9% | -206.6% | -49.4% |
| 1Y | +17.6% | +235.5% | -217.9% | -43.7% |
| All | +17.6% | +234.0% | -216.4% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling