+481.4%
SIMO vs RBA
+185.7%
+295.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -2.9% | +7.2% | +5.0% |
| 30D | +4.1% | -12.3% | +16.4% | +7.4% |
| 3M | -12.9% | -20.5% | +7.7% | -8.5% |
| 6M | +110.3% | -18.5% | +128.9% | +119.0% |
| YTD | +178.6% | -18.2% | +196.8% | +187.9% |
| 1Y | +220.0% | -27.5% | +247.5% | +242.0% |
| 3Y | +409.0% | +38.1% | +371.0% | +349.2% |
| 5Y | +277.3% | +44.8% | +232.5% | +219.3% |
| All | +481.4% | +185.7% | +295.7% | +289.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling