+207.1%
RSP vs SIMO
+514.4%
-307.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.6% |
| 7D | -0.8% | +4.2% | -5.0% | -1.4% |
| 30D | -0.3% | +4.1% | -4.4% | -1.4% |
| 3M | +4.3% | -12.9% | +17.2% | +4.4% |
| 6M | +8.8% | +110.3% | -101.5% | -7.2% |
| YTD | +15.3% | +178.6% | -163.3% | -7.4% |
| 1Y | +18.3% | +220.0% | -201.7% | -7.9% |
| 3Y | +52.8% | +409.0% | -356.2% | +6.6% |
| 5Y | +51.7% | +277.3% | -225.6% | +7.8% |
| All | +207.1% | +514.4% | -307.3% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling