-10.6%
BA vs SIMO
+94.5%
-105.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +2.1% |
| 7D | +5.9% | -16.9% | +22.8% | +5.9% |
| 30D | -8.2% | -35.4% | +27.2% | -7.9% |
| 3M | -25.4% | -31.9% | +6.5% | -25.2% |
| 6M | -20.0% | -19.3% | -0.7% | -20.0% |
| YTD | -18.5% | +98.5% | -117.0% | -21.0% |
| 1Y | -10.6% | +100.5% | -111.1% | -14.0% |
| All | -10.6% | +94.5% | -105.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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