+303.6%
SIMO vs RVMD
+570.7%
-267.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +14.6% | -1.2% | +15.8% | +14.8% |
| 30D | +6.2% | +1.1% | +5.2% | +6.0% |
| 3M | +3.6% | +39.6% | -36.1% | -0.8% |
| 6M | +130.8% | +110.7% | +20.1% | +106.5% |
| YTD | +195.8% | +160.3% | +35.5% | +155.3% |
| 1Y | +225.0% | +404.9% | -179.9% | +158.2% |
| 3Y | +452.3% | +545.5% | -93.1% | +319.1% |
| 5Y | +303.6% | +584.7% | -281.1% | +183.9% |
| All | +303.6% | +570.7% | -267.1% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling