+57.5%
RMD vs SIMO
+214.6%
-157.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -1.6% |
| 7D | +2.3% | -22.0% | +24.3% | +2.1% |
| 30D | +4.1% | -43.0% | +47.2% | +3.8% |
| 3M | +5.7% | -39.1% | +44.8% | +5.4% |
| 6M | +12.9% | -33.3% | +46.2% | +11.6% |
| YTD | -1.5% | +77.0% | -78.5% | -11.9% |
| 1Y | -4.8% | +73.0% | -77.8% | -14.6% |
| 3Y | +57.5% | +215.7% | -158.2% | +42.4% |
| All | +57.5% | +214.6% | -157.1% | +42.4% |
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 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