+2,013.4%
SIMO vs RL
+1,066.1%
+947.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.3% | -7.0% | -11.5% |
| 7D | -31.4% | -4.7% | -26.7% | -30.0% |
| 30D | -45.2% | +3.6% | -48.7% | -46.0% |
| 3M | -36.5% | +0.5% | -37.1% | -36.9% |
| 6M | -34.2% | +6.6% | -40.8% | -36.7% |
| YTD | +69.9% | +8.8% | +61.1% | +60.8% |
| 1Y | +60.4% | +21.8% | +38.7% | +44.8% |
| 3Y | +203.1% | +245.8% | -42.7% | +78.9% |
| 5Y | +145.4% | +230.0% | -84.5% | +41.5% |
| 10Y | +368.9% | +369.4% | -0.6% | +100.2% |
| All | +2,013.4% | +1,066.1% | +947.3% | +417.6% |
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