-11.9%
BA vs SIMO
+90.9%
-102.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | 0.0% |
| 7D | -1.1% | +4.1% | -5.2% | -1.1% |
| 30D | -7.1% | -24.0% | +16.8% | -7.0% |
| 3M | -25.5% | -31.8% | +6.2% | -25.4% |
| 6M | -28.7% | -36.9% | +8.2% | -28.7% |
| YTD | -21.0% | +84.8% | -105.8% | -23.1% |
| 1Y | -11.9% | +99.0% | -110.9% | -15.0% |
| All | -11.9% | +90.9% | -102.7% | -15.0% |
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