+417.8%
SIMO vs RUN
+66.4%
+351.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.6% |
| 7D | +14.9% | -13.7% | +28.5% | +16.7% |
| 30D | -27.0% | +9.4% | -36.4% | -28.2% |
| 3M | -25.4% | -13.4% | -12.0% | -24.7% |
| 6M | -30.3% | -39.6% | +9.3% | -26.8% |
| YTD | +95.8% | -53.7% | +149.5% | +107.1% |
| 1Y | +100.0% | -56.2% | +156.2% | +112.6% |
| 3Y | +238.3% | -9.7% | +248.0% | +187.8% |
| 5Y | +187.6% | -85.5% | +273.0% | +193.5% |
| All | +417.8% | +66.4% | +351.3% | +208.2% |
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