+348.7%
RMD vs SIMO
+436.4%
-87.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.2% |
| 7D | +1.2% | -8.2% | +9.4% | +1.6% |
| 30D | +2.5% | -34.6% | +37.1% | +5.5% |
| 3M | +11.5% | -32.6% | +44.2% | +13.7% |
| 6M | +14.7% | -31.8% | +46.5% | +14.8% |
| YTD | -1.3% | +87.6% | -88.9% | -15.9% |
| 1Y | -5.3% | +86.7% | -91.9% | -19.4% |
| 3Y | +68.8% | +227.4% | -158.7% | +28.2% |
| 5Y | -5.9% | +173.0% | -178.9% | -28.4% |
| 10Y | +348.7% | +409.6% | -60.9% | +194.4% |
| All | +348.7% | +436.4% | -87.7% | +194.4% |
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 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