+73.9%
BA vs SIMO
+514.4%
-440.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -1.0% |
| 7D | +1.2% | +4.2% | -3.1% | +0.2% |
| 30D | -11.6% | +4.1% | -15.7% | -13.1% |
| 3M | -2.4% | -12.9% | +10.5% | -2.4% |
| 6M | -6.6% | +110.3% | -117.0% | -27.4% |
| YTD | -2.2% | +178.6% | -180.8% | -30.8% |
| 1Y | -8.0% | +220.0% | -228.0% | -38.1% |
| 3Y | -5.0% | +409.0% | -414.0% | -45.9% |
| 5Y | -2.7% | +277.3% | -280.0% | -42.8% |
| All | +73.9% | +514.4% | -440.5% | -19.5% |
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