+227.4%
SIMO vs RBA
+48.1%
+179.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.4% |
| 7D | -8.2% | +2.5% | -10.7% | -8.4% |
| 30D | -34.6% | +11.6% | -46.2% | -35.6% |
| 3M | -32.6% | +1.5% | -34.1% | -32.4% |
| 6M | -31.8% | -6.6% | -25.2% | -31.4% |
| YTD | +87.6% | -6.3% | +93.9% | +86.3% |
| 1Y | +86.7% | -4.0% | +90.6% | +83.7% |
| 3Y | +227.4% | +47.3% | +180.2% | +195.5% |
| All | +227.4% | +48.1% | +179.3% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling