+100.5%
SIMO vs RUN
-53.7%
+154.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.7% |
| 7D | -16.9% | +18.5% | -35.3% | -18.6% |
| 30D | -35.4% | +15.5% | -50.9% | -36.5% |
| 3M | -31.9% | -20.3% | -11.6% | -30.2% |
| 6M | -19.3% | -30.8% | +11.5% | -15.7% |
| YTD | +98.5% | -52.2% | +150.7% | +108.3% |
| 1Y | +100.5% | -53.9% | +154.4% | +110.0% |
| All | +100.5% | -53.7% | +154.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling