+265.7%
RMBS vs SIMO
+297.1%
-31.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -1.2% |
| 7D | +3.0% | +14.6% | -11.7% | -3.6% |
| 30D | -14.4% | +6.2% | -20.6% | -17.5% |
| 3M | -42.8% | +3.6% | -46.4% | -44.9% |
| 6M | -1.4% | +130.8% | -132.2% | -37.2% |
| YTD | -5.4% | +195.8% | -201.2% | -48.8% |
| 1Y | +18.6% | +225.0% | -206.4% | -38.0% |
| 3Y | +57.3% | +452.3% | -395.0% | -34.1% |
| 5Y | +265.7% | +303.6% | -37.9% | +63.2% |
| All | +265.7% | +297.1% | -31.4% | +63.2% |
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