+85.2%
SIMO vs RBA
-4.2%
+89.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +6.2% |
| 7D | -8.2% | +2.5% | -10.7% | -7.7% |
| 30D | -34.6% | +11.6% | -46.2% | -33.1% |
| 3M | -32.6% | +1.5% | -34.1% | -30.9% |
| 6M | -31.8% | -6.6% | -25.2% | -30.9% |
| YTD | +87.6% | -6.3% | +93.9% | +80.8% |
| All | +85.2% | -4.2% | +89.4% | +76.3% |
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