+409.6%
SIMO vs RL
+397.7%
+12.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +3.9% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -34.6% | +7.3% | -42.0% | -36.0% |
| 3M | -32.6% | +1.0% | -33.7% | -33.1% |
| 6M | -31.8% | +11.8% | -43.6% | -34.6% |
| YTD | +87.6% | +13.6% | +74.0% | +77.9% |
| 1Y | +86.7% | +24.0% | +62.6% | +72.0% |
| 3Y | +227.4% | +256.6% | -29.1% | +124.0% |
| 5Y | +173.0% | +240.2% | -67.2% | +84.6% |
| 10Y | +409.6% | +373.0% | +36.7% | +227.2% |
| All | +409.6% | +397.7% | +12.0% | +227.2% |
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