+434.6%
SIMO vs RBA
+209.3%
+225.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | -25.4% | +9.0% | -34.4% | -27.2% |
| 3M | -17.8% | +7.2% | -24.9% | -19.7% |
| 6M | -29.6% | -7.8% | -21.8% | -29.2% |
| YTD | +100.3% | -6.4% | +106.7% | +99.0% |
| 1Y | +100.4% | -4.2% | +104.5% | +97.6% |
| 3Y | +246.1% | +64.1% | +182.0% | +191.5% |
| 5Y | +189.8% | +48.4% | +141.4% | +144.6% |
| 10Y | +434.6% | +209.9% | +224.7% | +250.9% |
| All | +434.6% | +209.3% | +225.3% | +250.9% |
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