+2,013.4%
SIMO vs RBA
+1,016.5%
+997.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.3% | -14.1% | -14.3% |
| 7D | -31.4% | +7.3% | -38.7% | -33.2% |
| 30D | -45.2% | +16.9% | -62.1% | -48.4% |
| 3M | -36.5% | -0.5% | -36.0% | -37.2% |
| 6M | -34.2% | -10.4% | -23.8% | -33.3% |
| YTD | +69.9% | -7.2% | +77.1% | +68.7% |
| 1Y | +60.4% | -2.2% | +62.7% | +56.1% |
| 3Y | +203.1% | +43.7% | +159.4% | +153.6% |
| 5Y | +145.4% | +38.7% | +106.8% | +101.2% |
| 10Y | +368.9% | +231.7% | +137.2% | +157.9% |
| All | +2,013.4% | +1,016.5% | +997.0% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling