+217.9%
SIMO vs RL
+250.5%
-32.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | +4.1% | +2.6% | +1.5% | +3.1% |
| 30D | -24.0% | +2.9% | -26.9% | -24.8% |
| 3M | -31.8% | 0.0% | -31.8% | -31.9% |
| 6M | -36.9% | +17.1% | -54.0% | -41.6% |
| YTD | +84.8% | +10.1% | +74.7% | +73.2% |
| 1Y | +99.0% | +17.3% | +81.7% | +80.1% |
| 3Y | +217.9% | +249.3% | -31.4% | +112.0% |
| All | +217.9% | +250.5% | -32.6% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling