+407.5%
SIMO vs RL
+369.1%
+38.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -16.0% | +1.3% | -17.3% | -16.3% |
| 30D | -35.8% | +7.6% | -43.4% | -37.1% |
| 3M | -26.5% | -1.5% | -25.0% | -26.3% |
| 6M | -33.0% | +12.1% | -45.1% | -35.8% |
| YTD | +84.3% | +13.9% | +70.4% | +74.6% |
| 1Y | +82.0% | +20.7% | +61.3% | +69.1% |
| 3Y | +218.5% | +260.6% | -42.1% | +117.0% |
| 5Y | +175.0% | +248.9% | -73.8% | +84.5% |
| 10Y | +407.5% | +355.9% | +51.6% | +230.3% |
| All | +407.5% | +369.1% | +38.4% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling