+409.6%
SIMO vs RUN
+133.0%
+276.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.0% |
| 7D | -8.2% | +18.1% | -26.2% | -10.2% |
| 30D | -34.6% | +27.5% | -62.1% | -36.8% |
| 3M | -32.6% | -4.5% | -28.1% | -32.7% |
| 6M | -31.8% | -33.3% | +1.5% | -29.2% |
| YTD | +87.6% | -47.1% | +134.7% | +95.6% |
| 1Y | +86.7% | -43.1% | +129.8% | +92.5% |
| 3Y | +227.4% | -3.0% | +230.4% | +176.7% |
| 5Y | +173.0% | -82.6% | +255.6% | +172.6% |
| 10Y | +409.6% | +103.3% | +306.3% | +190.5% |
| All | +409.6% | +133.0% | +276.6% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling