+227.4%
SIMO vs RL
+254.6%
-27.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +3.3% |
| 7D | -8.2% | +0.2% | -8.4% | -8.1% |
| 30D | -34.6% | +7.3% | -42.0% | -36.4% |
| 3M | -32.6% | +1.0% | -33.7% | -33.1% |
| 6M | -31.8% | +11.8% | -43.6% | -35.6% |
| YTD | +87.6% | +13.6% | +74.0% | +73.7% |
| 1Y | +86.7% | +24.0% | +62.6% | +64.9% |
| 3Y | +227.4% | +256.6% | -29.1% | +118.0% |
| All | +227.4% | +254.6% | -27.1% | +118.0% |
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