-6.6%
RMD vs SIMO
+154.7%
-161.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -1.8% |
| 7D | +2.3% | -22.0% | +24.3% | +3.0% |
| 30D | +4.1% | -43.0% | +47.2% | +5.9% |
| 3M | +5.7% | -39.1% | +44.8% | +6.9% |
| 6M | +12.9% | -33.3% | +46.2% | +12.3% |
| YTD | -1.5% | +77.0% | -78.5% | -13.3% |
| 1Y | -4.8% | +73.0% | -77.8% | -16.0% |
| 3Y | +57.5% | +215.7% | -158.2% | +25.2% |
| All | -6.6% | +154.7% | -161.3% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling