-20.1%
RMD vs SIMO
+235.9%
-256.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -2.9% |
| 7D | -4.5% | +14.6% | -19.1% | -3.7% |
| 30D | +4.6% | +6.2% | -1.6% | +5.1% |
| 3M | +14.8% | +3.6% | +11.2% | +15.5% |
| 6M | -12.1% | +130.8% | -142.9% | -13.9% |
| YTD | -7.5% | +195.8% | -203.2% | -11.6% |
| 1Y | -20.1% | +225.0% | -245.1% | -25.8% |
| All | -20.1% | +235.9% | -256.0% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling