+384.8%
SIMO vs RL
+356.1%
+28.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.6% |
| 7D | -22.0% | -4.2% | -17.8% | -21.0% |
| 30D | -43.0% | +4.3% | -47.3% | -43.8% |
| 3M | -39.1% | -4.6% | -34.5% | -38.5% |
| 6M | -33.3% | +1.7% | -35.0% | -34.2% |
| YTD | +77.0% | +7.3% | +69.6% | +70.6% |
| 1Y | +73.0% | +20.8% | +52.2% | +60.6% |
| 3Y | +215.7% | +247.0% | -31.2% | +117.9% |
| 5Y | +155.6% | +225.5% | -69.8% | +75.2% |
| All | +384.8% | +356.1% | +28.7% | +215.7% |
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