+355.6%
RMD vs SIMO
+394.4%
-38.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.7% |
| 7D | +2.1% | +4.1% | -2.0% | +1.7% |
| 30D | +2.1% | -24.0% | +26.1% | +3.8% |
| 3M | +6.2% | -31.8% | +38.0% | +8.2% |
| 6M | +19.4% | -36.9% | +56.3% | +20.5% |
| YTD | +0.5% | +84.8% | -84.3% | -14.3% |
| 1Y | -3.9% | +99.0% | -102.9% | -19.1% |
| 3Y | +72.5% | +217.9% | -145.4% | +31.5% |
| 5Y | -1.5% | +171.5% | -173.0% | -25.2% |
| All | +355.6% | +394.4% | -38.8% | +200.0% |
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