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  • RMD vs SIMO✓SelectedUSD · SIMORMD vs SIMO performance historyLatest closeAs of-0.50%09/09
Stock and ETF performance explorer

RMD vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+275.4%
SIMO return
+548.4%
Excess return
-273.0%
Maximum drawdown
-54.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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