+215.7%
RSP vs SIMO
+453.3%
-237.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +4.4% | -25.4% | +29.8% | +7.5% |
| 3M | +1.3% | -17.8% | +19.0% | +2.0% |
| 6M | +10.0% | -29.6% | +39.5% | +10.9% |
| YTD | +17.6% | +100.3% | -82.7% | -3.0% |
| 1Y | +19.2% | +100.4% | -81.1% | -1.8% |
| 3Y | +66.0% | +246.1% | -180.0% | +19.9% |
| 5Y | +50.4% | +189.8% | -139.4% | +8.0% |
| 10Y | +215.7% | +434.6% | -218.9% | +83.0% |
| All | +215.7% | +453.3% | -237.6% | +83.0% |
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