+145.4%
SIMO vs RACE
+65.1%
+80.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.3% | -12.1% | -13.8% |
| 7D | -31.4% | +5.7% | -37.0% | -32.4% |
| 30D | -45.2% | +9.3% | -54.4% | -46.5% |
| 3M | -36.5% | +3.8% | -40.3% | -37.3% |
| 6M | -34.2% | +29.8% | -64.0% | -39.8% |
| YTD | +69.9% | +15.6% | +54.3% | +60.0% |
| 1Y | +60.4% | +5.1% | +55.3% | +56.4% |
| 3Y | +203.1% | +30.8% | +172.3% | +163.2% |
| 5Y | +145.4% | +67.4% | +78.0% | +119.0% |
| All | +145.4% | +65.1% | +80.4% | +119.0% |
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