+734.3%
SIMO vs RUN
-23.6%
+757.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.0% |
| 7D | -22.0% | +33.4% | -55.4% | -24.7% |
| 30D | -43.0% | +31.1% | -74.2% | -45.0% |
| 3M | -39.1% | +6.4% | -45.5% | -39.9% |
| 6M | -33.3% | -22.2% | -11.1% | -32.0% |
| YTD | +77.0% | -45.8% | +122.7% | +83.6% |
| 1Y | +73.0% | -51.1% | +124.1% | +80.8% |
| 3Y | +215.7% | -3.0% | +218.7% | +171.8% |
| 5Y | +155.6% | -82.2% | +237.9% | +153.0% |
| 10Y | +388.4% | +111.9% | +276.5% | +234.6% |
| All | +734.3% | -23.6% | +757.9% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling