+170.0%
SIMO vs RL
+239.2%
-69.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.2% |
| 7D | +4.1% | +2.6% | +1.5% | +3.2% |
| 30D | -24.0% | +2.9% | -26.9% | -24.7% |
| 3M | -31.8% | 0.0% | -31.8% | -31.9% |
| 6M | -36.9% | +17.1% | -54.0% | -41.0% |
| YTD | +84.8% | +10.1% | +74.7% | +75.0% |
| 1Y | +99.0% | +17.3% | +81.7% | +83.4% |
| 3Y | +217.9% | +249.3% | -31.4% | +105.6% |
| All | +170.0% | +239.2% | -69.2% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling