+579.5%
SIMO vs RUN
+43.6%
+535.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.6% | +2.6% |
| 7D | +14.5% | -1.8% | +16.3% | +14.7% |
| 30D | +20.4% | -10.8% | +31.3% | +21.9% |
| 3M | +7.1% | -30.2% | +37.3% | +11.4% |
| 6M | +129.2% | -22.3% | +151.6% | +134.0% |
| YTD | +201.9% | -52.2% | +254.1% | +220.5% |
| 1Y | +235.5% | -45.1% | +280.6% | +248.9% |
| 3Y | +463.8% | -37.1% | +500.9% | +403.7% |
| 5Y | +306.7% | -80.3% | +387.0% | +297.9% |
| 10Y | +579.5% | +45.2% | +534.2% | +303.6% |
| All | +579.5% | +43.6% | +535.9% | +303.6% |
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