+2,101.2%
SIMO vs RL
+1,050.2%
+1,051.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.7% |
| 7D | -22.0% | -4.2% | -17.8% | -20.7% |
| 30D | -43.0% | +4.3% | -47.3% | -44.0% |
| 3M | -39.1% | -4.6% | -34.5% | -38.4% |
| 6M | -33.3% | +1.7% | -35.0% | -34.7% |
| YTD | +77.0% | +7.3% | +69.6% | +68.3% |
| 1Y | +73.0% | +20.8% | +52.2% | +56.6% |
| 3Y | +215.7% | +247.0% | -31.2% | +86.1% |
| 5Y | +155.6% | +225.5% | -69.8% | +48.1% |
| 10Y | +388.4% | +363.0% | +25.3% | +109.6% |
| All | +2,101.2% | +1,050.2% | +1,051.0% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling