+434.6%
SIMO vs RACE
+741.5%
-306.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +0.9% | -3.9% | +4.8% | +2.4% |
| 30D | -25.4% | +6.8% | -32.2% | -27.1% |
| 3M | -17.8% | +1.3% | -19.1% | -18.4% |
| 6M | -29.6% | +26.3% | -55.8% | -36.0% |
| YTD | +100.3% | +13.8% | +86.5% | +86.9% |
| 1Y | +100.4% | -0.5% | +100.8% | +96.9% |
| 3Y | +246.1% | +25.6% | +220.4% | +201.2% |
| 5Y | +189.8% | +67.6% | +122.2% | +121.8% |
| 10Y | +434.6% | +724.7% | -290.1% | +146.7% |
| All | +434.6% | +741.5% | -306.9% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling