+26.6%
BA vs SIMO
+395.4%
-368.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | 0.0% | -16.0% | +16.1% | +3.0% |
| 30D | -8.9% | -35.8% | +26.8% | -2.1% |
| 3M | -25.5% | -26.5% | +1.0% | -23.2% |
| 6M | -27.0% | -33.0% | +6.1% | -25.7% |
| YTD | -20.1% | +84.3% | -104.5% | -40.4% |
| 1Y | -11.0% | +82.0% | -93.0% | -33.5% |
| 3Y | -11.8% | +218.5% | -230.3% | -46.3% |
| 5Y | -20.6% | +175.0% | -195.7% | -52.4% |
| 10Y | +26.6% | +407.5% | -380.9% | -42.0% |
| All | +26.6% | +395.4% | -368.8% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling