+384.8%
SIMO vs RACE
+740.1%
-355.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.7% |
| 7D | -22.0% | +5.1% | -27.1% | -23.4% |
| 30D | -43.0% | +7.7% | -50.7% | -44.5% |
| 3M | -39.1% | +2.2% | -41.3% | -39.8% |
| 6M | -33.3% | +23.8% | -57.0% | -38.9% |
| YTD | +77.0% | +13.9% | +63.1% | +65.1% |
| 1Y | +73.0% | +3.8% | +69.2% | +67.1% |
| 3Y | +215.7% | +28.0% | +187.7% | +172.5% |
| 5Y | +155.6% | +64.9% | +90.7% | +96.8% |
| All | +384.8% | +740.1% | -355.3% | +118.0% |
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