+275.4%
RMD vs SIMO
+548.4%
-273.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -4.7% | +14.5% | -19.2% | -5.9% |
| 30D | +0.2% | +20.4% | -20.2% | -1.7% |
| 3M | +12.0% | +7.1% | +4.9% | +9.6% |
| 6M | -12.5% | +129.2% | -141.8% | -23.8% |
| YTD | -7.9% | +201.9% | -209.9% | -23.5% |
| 1Y | -20.4% | +235.5% | -255.9% | -35.2% |
| 3Y | +53.1% | +463.8% | -410.7% | +12.7% |
| 5Y | -22.1% | +306.7% | -328.8% | -41.3% |
| 10Y | +275.4% | +579.5% | -304.0% | +144.3% |
| All | +275.4% | +548.4% | -273.0% | +144.3% |
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 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