+156.7%
SIMO vs RBA
+37.7%
+119.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | -22.0% | +4.3% | -26.3% | -22.7% |
| 30D | -43.0% | +16.3% | -59.4% | -44.9% |
| 3M | -39.1% | +1.3% | -40.5% | -39.4% |
| 6M | -33.3% | -11.1% | -22.2% | -32.3% |
| YTD | +77.0% | -8.5% | +85.4% | +76.8% |
| 1Y | +73.0% | -2.1% | +75.1% | +69.4% |
| 3Y | +215.7% | +44.6% | +171.2% | +180.8% |
| All | +156.7% | +37.7% | +119.0% | +156.1% |
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