+270.1%
SIMO vs RUN
-80.5%
+350.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -12.9% | -40.0% | +27.1% | -8.6% |
| 6M | +110.3% | -27.0% | +137.3% | +115.4% |
| YTD | +178.6% | -51.7% | +230.3% | +192.7% |
| 1Y | +220.0% | -45.9% | +265.9% | +231.2% |
| 3Y | +409.0% | -43.8% | +452.8% | +371.8% |
| All | +270.1% | -80.5% | +350.6% | +288.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling