+173.0%
SIMO vs RACE
+67.1%
+105.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | -8.2% | +3.9% | -12.1% | -9.1% |
| 30D | -34.6% | +7.4% | -42.0% | -35.9% |
| 3M | -32.6% | +1.6% | -34.2% | -33.0% |
| 6M | -31.8% | +23.3% | -55.1% | -36.6% |
| YTD | +87.6% | +14.7% | +73.0% | +77.0% |
| 1Y | +86.7% | +2.5% | +84.1% | +83.6% |
| 3Y | +227.4% | +28.0% | +199.5% | +186.5% |
| 5Y | +173.0% | +69.8% | +103.2% | +139.3% |
| All | +173.0% | +67.1% | +105.9% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling