+189.8%
SIMO vs RVMD
+466.1%
-276.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.4% | +15.1% | +9.6% |
| 7D | +0.9% | -9.5% | +10.4% | +2.5% |
| 30D | -25.4% | -6.8% | -18.6% | -24.6% |
| 3M | -17.8% | -12.1% | -5.7% | -16.3% |
| 6M | -29.6% | +25.4% | -54.9% | -31.6% |
| YTD | +100.3% | +126.9% | -26.6% | +75.8% |
| 1Y | +100.4% | +182.0% | -81.6% | +70.9% |
| 3Y | +246.1% | +816.8% | -570.7% | +157.3% |
| 5Y | +189.8% | +464.0% | -274.2% | +136.2% |
| All | +189.8% | +466.1% | -276.3% | +136.2% |
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