+1,630.3%
RMD vs SIMO
+2,080.4%
-450.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.1% |
| 7D | +2.3% | -22.0% | +24.3% | +4.5% |
| 30D | +4.1% | -43.0% | +47.2% | +9.3% |
| 3M | +5.7% | -39.1% | +44.8% | +9.4% |
| 6M | +12.9% | -33.3% | +46.2% | +13.7% |
| YTD | -1.5% | +77.0% | -78.5% | -13.4% |
| 1Y | -4.8% | +73.0% | -77.8% | -16.1% |
| 3Y | +57.5% | +215.7% | -158.2% | +26.5% |
| 5Y | -5.5% | +155.6% | -161.1% | -23.8% |
| 10Y | +357.8% | +388.4% | -30.6% | +229.6% |
| All | +1,630.3% | +2,080.4% | -450.1% | +738.2% |
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