+415.5%
SIMO vs RACE
+36.9%
+378.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.1% |
| 7D | +4.2% | -2.5% | +6.7% | +4.8% |
| 30D | +4.1% | +0.8% | +3.3% | +3.9% |
| 3M | -12.9% | +17.2% | -30.0% | -16.3% |
| 6M | +110.3% | +13.6% | +96.8% | +103.0% |
| YTD | +178.6% | +12.2% | +166.4% | +168.7% |
| 1Y | +220.0% | -16.3% | +236.3% | +240.5% |
| All | +415.5% | +36.9% | +378.6% | +340.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling