+100.5%
SIMO vs RVMD
+244.4%
-143.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.8% | -12.4% | -10.1% |
| 7D | -16.9% | +5.8% | -22.7% | -17.8% |
| 30D | -35.4% | -3.8% | -31.5% | -35.0% |
| 3M | -31.9% | +3.2% | -35.1% | -32.5% |
| 6M | -19.3% | +35.0% | -54.3% | -22.7% |
| YTD | +98.5% | +150.7% | -52.2% | +51.2% |
| 1Y | +100.5% | +241.0% | -140.4% | +30.8% |
| All | +100.5% | +244.4% | -143.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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