+110.3%
SIMO vs RVMD
+107.2%
+3.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +4.2% | +1.0% | +3.2% | +4.1% |
| 30D | +4.1% | +6.4% | -2.4% | +3.5% |
| 3M | -12.9% | +34.9% | -47.8% | -13.7% |
| 6M | +110.3% | +107.6% | +2.8% | +113.9% |
| All | +110.3% | +107.2% | +3.1% | +113.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling