+434.6%
SIMO vs RL
+347.1%
+87.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.1% |
| 7D | +0.9% | -4.4% | +5.3% | +2.5% |
| 30D | -25.4% | +5.6% | -31.0% | -26.6% |
| 3M | -17.8% | -0.6% | -17.1% | -17.8% |
| 6M | -29.6% | +15.5% | -45.0% | -33.1% |
| YTD | +100.3% | +12.3% | +88.0% | +90.5% |
| 1Y | +100.4% | +19.3% | +81.1% | +86.8% |
| 3Y | +246.1% | +255.5% | -9.5% | +136.7% |
| 5Y | +189.8% | +247.1% | -57.2% | +94.8% |
| 10Y | +434.6% | +346.0% | +88.6% | +247.0% |
| All | +434.6% | +347.1% | +87.5% | +247.0% |
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