-11.8%
BA vs SIMO
+220.9%
-232.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | 0.0% | -16.0% | +16.1% | +1.4% |
| 30D | -8.9% | -35.8% | +26.8% | -5.6% |
| 3M | -25.5% | -26.5% | +1.0% | -24.4% |
| 6M | -27.0% | -33.0% | +6.1% | -26.5% |
| YTD | -20.1% | +84.3% | -104.5% | -36.4% |
| 1Y | -11.0% | +82.0% | -93.0% | -29.1% |
| 3Y | -11.8% | +218.5% | -230.3% | -46.4% |
| All | -11.8% | +220.9% | -232.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling