+515.5%
SIMO vs RL
+313.2%
+202.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +8.1% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | +4.1% | -7.8% | +11.9% | +6.6% |
| 3M | -12.9% | -4.0% | -8.9% | -12.1% |
| 6M | +110.3% | -1.9% | +112.2% | +109.3% |
| YTD | +178.6% | -0.2% | +178.7% | +175.0% |
| 1Y | +220.0% | +10.7% | +209.3% | +205.7% |
| 3Y | +409.0% | +210.8% | +198.3% | +261.2% |
| 5Y | +277.3% | +238.2% | +39.1% | +154.9% |
| All | +515.5% | +313.2% | +202.3% | +305.3% |
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