+270.1%
SIMO vs RACE
+93.6%
+176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.2% |
| 7D | +4.2% | -2.5% | +6.7% | +4.9% |
| 30D | +4.1% | +0.8% | +3.3% | +3.8% |
| 3M | -12.9% | +17.2% | -30.0% | -17.4% |
| 6M | +110.3% | +13.6% | +96.8% | +100.2% |
| YTD | +178.6% | +12.2% | +166.4% | +164.7% |
| 1Y | +220.0% | -16.3% | +236.3% | +237.5% |
| 3Y | +409.0% | +36.4% | +372.6% | +332.2% |
| All | +270.1% | +93.6% | +176.5% | +193.0% |
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 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