-33.3%
SIMO vs RL
+3.0%
-36.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.4% |
| 7D | -22.0% | -4.2% | -17.8% | -20.8% |
| 30D | -43.0% | +4.3% | -47.3% | -42.7% |
| 3M | -39.1% | -4.6% | -34.5% | -37.8% |
| 6M | -33.3% | +1.7% | -35.0% | -32.8% |
| All | -33.3% | +3.0% | -36.3% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling