+419.3%
SIMO vs RUN
-38.9%
+458.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +4.2% | +1.3% | +3.0% | +4.1% |
| 30D | +4.1% | -15.3% | +19.3% | +5.2% |
| 3M | -12.9% | -40.0% | +27.1% | -9.6% |
| 6M | +110.3% | -27.0% | +137.3% | +114.6% |
| YTD | +178.6% | -51.7% | +230.3% | +189.6% |
| 1Y | +220.0% | -45.9% | +265.9% | +229.4% |
| All | +419.3% | -38.9% | +458.2% | +386.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling