+220.0%
SIMO vs RBA
-26.5%
+246.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +4.2% | -2.9% | +7.2% | +4.0% |
| 30D | +4.1% | -12.3% | +16.4% | +4.0% |
| 3M | -12.9% | -20.5% | +7.7% | -13.7% |
| 6M | +110.3% | -18.5% | +128.9% | +107.6% |
| YTD | +178.6% | -18.2% | +196.8% | +170.7% |
| 1Y | +220.0% | -27.5% | +247.5% | +238.2% |
| All | +220.0% | -26.5% | +246.5% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling