+215.7%
SIMO vs RL
+240.1%
-24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.7% |
| 7D | -22.0% | -4.2% | -17.8% | -20.6% |
| 30D | -43.0% | +4.3% | -47.3% | -44.0% |
| 3M | -39.1% | -4.6% | -34.5% | -38.2% |
| 6M | -33.3% | +1.7% | -35.0% | -34.5% |
| YTD | +77.0% | +7.3% | +69.6% | +67.7% |
| 1Y | +73.0% | +20.8% | +52.2% | +54.0% |
| 3Y | +215.7% | +247.0% | -31.2% | +119.1% |
| All | +215.7% | +240.1% | -24.3% | +119.1% |
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