+503.6%
RMBS vs SIMO
+2,171.3%
-1,667.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.6% |
| 7D | -8.4% | -16.0% | +7.6% | -2.4% |
| 30D | -24.9% | -35.8% | +10.9% | -12.8% |
| 3M | -15.8% | -26.5% | +10.7% | -7.4% |
| 6M | -37.5% | -33.0% | -4.5% | -29.2% |
| YTD | -12.1% | +84.3% | -96.5% | -31.9% |
| 1Y | -27.0% | +82.0% | -109.0% | -43.0% |
| 3Y | +28.8% | +218.5% | -189.7% | -14.1% |
| 5Y | +236.2% | +175.0% | +61.2% | +124.0% |
| 10Y | +546.6% | +407.5% | +139.1% | +237.8% |
| All | +503.6% | +2,171.3% | -1,667.7% | +32.3% |
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