+408.0%
SIMO vs RBA
+236.6%
+171.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.1% |
| 7D | -8.5% | +2.5% | -11.0% | -9.0% |
| 30D | -34.8% | +11.6% | -46.4% | -36.8% |
| 3M | -32.8% | +1.5% | -34.3% | -33.5% |
| 6M | -32.0% | -6.6% | -25.4% | -31.9% |
| YTD | +87.0% | -6.3% | +93.3% | +85.8% |
| 1Y | +86.1% | -4.0% | +90.0% | +83.5% |
| 3Y | +226.4% | +47.3% | +179.1% | +182.9% |
| 5Y | +172.1% | +47.7% | +124.5% | +130.3% |
| 10Y | +408.0% | +224.7% | +183.3% | +233.8% |
| All | +408.0% | +236.6% | +171.5% | +233.8% |
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