+235.5%
SIMO vs RVMD
+403.7%
-168.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +14.5% | -0.7% | +15.3% | +14.6% |
| 30D | +20.4% | +0.3% | +20.1% | +20.2% |
| 3M | +7.1% | +38.9% | -31.7% | +1.6% |
| 6M | +129.2% | +108.1% | +21.1% | +98.0% |
| YTD | +201.9% | +160.7% | +41.2% | +125.9% |
| 1Y | +235.5% | +407.3% | -171.8% | +92.5% |
| All | +235.5% | +403.7% | -168.2% | +92.5% |
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