+1,579.2%
RMD vs SIMO
+3,332.4%
-1,753.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.3% |
| 7D | -5.0% | +4.2% | -9.2% | -5.4% |
| 30D | +2.2% | +4.1% | -1.9% | +1.4% |
| 3M | +17.8% | -12.9% | +30.7% | +17.5% |
| 6M | -11.3% | +110.3% | -121.7% | -21.6% |
| YTD | -4.4% | +178.6% | -183.0% | -18.7% |
| 1Y | -15.7% | +220.0% | -235.7% | -29.8% |
| 3Y | +47.7% | +409.0% | -361.3% | +14.4% |
| 5Y | -19.2% | +277.3% | -296.5% | -36.6% |
| 10Y | +280.4% | +506.6% | -226.2% | +171.1% |
| All | +1,579.2% | +3,332.4% | -1,753.1% | +686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling