+538.7%
RMBS vs SIMO
+3,332.4%
-2,793.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -1.6% |
| 7D | -0.3% | +4.2% | -4.6% | -1.9% |
| 30D | -12.2% | +4.1% | -16.3% | -14.0% |
| 3M | -49.5% | -12.9% | -36.7% | -47.6% |
| 6M | -7.1% | +110.3% | -117.5% | -29.9% |
| YTD | -7.0% | +178.6% | -185.6% | -37.0% |
| 1Y | +13.3% | +220.0% | -206.7% | -25.8% |
| 3Y | +49.2% | +409.0% | -359.8% | -14.3% |
| 5Y | +250.0% | +277.3% | -27.4% | +109.4% |
| 10Y | +495.1% | +506.6% | -11.5% | +188.4% |
| All | +538.7% | +3,332.4% | -2,793.7% | +22.4% |
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