+52.8%
RMD vs SIMO
+418.6%
-365.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -0.4% |
| 7D | -5.0% | +4.2% | -9.2% | -5.0% |
| 30D | +2.2% | +4.1% | -1.9% | +2.2% |
| 3M | +17.8% | -12.9% | +30.7% | +18.1% |
| 6M | -11.3% | +110.3% | -121.7% | -17.5% |
| YTD | -4.4% | +178.6% | -183.0% | -14.7% |
| 1Y | -15.7% | +220.0% | -235.7% | -26.5% |
| All | +52.8% | +418.6% | -365.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling