+170.0%
SIMO vs RBA
+45.7%
+124.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | +4.1% | +1.7% | +2.4% | +3.8% |
| 30D | -24.0% | +8.3% | -32.3% | -25.2% |
| 3M | -31.8% | +10.5% | -42.3% | -33.3% |
| 6M | -36.9% | -5.9% | -31.0% | -36.8% |
| YTD | +84.8% | -6.9% | +91.7% | +84.1% |
| 1Y | +99.0% | -4.9% | +103.8% | +96.9% |
| 3Y | +217.9% | +64.5% | +153.5% | +175.4% |
| All | +170.0% | +45.7% | +124.2% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling