+85.2%
SIMO vs RUN
-46.9%
+132.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.8% |
| 7D | -8.2% | +18.1% | -26.2% | -9.6% |
| 30D | -34.6% | +27.5% | -62.1% | -36.2% |
| 3M | -32.6% | -4.5% | -28.1% | -32.3% |
| 6M | -31.8% | -33.3% | +1.5% | -29.7% |
| YTD | +87.6% | -47.1% | +134.7% | +94.7% |
| All | +85.2% | -46.9% | +132.1% | +90.6% |
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 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