+85.2%
SIMO vs RL
+22.3%
+62.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +4.5% |
| 7D | -8.2% | +0.2% | -8.4% | -7.9% |
| 30D | -34.6% | +7.3% | -42.0% | -35.1% |
| 3M | -32.6% | +1.0% | -33.7% | -32.4% |
| 6M | -31.8% | +11.8% | -43.6% | -32.7% |
| YTD | +87.6% | +13.6% | +74.0% | +80.4% |
| All | +85.2% | +22.3% | +62.9% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling