-0.9%
BA vs SIMO
+269.6%
-270.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.4% |
| 7D | +1.2% | +4.2% | -3.1% | +0.5% |
| 30D | -11.6% | +4.1% | -15.7% | -12.6% |
| 3M | -2.4% | -12.9% | +10.5% | -2.3% |
| 6M | -6.6% | +110.3% | -117.0% | -22.6% |
| YTD | -2.2% | +178.6% | -180.8% | -25.1% |
| 1Y | -8.0% | +220.0% | -228.0% | -32.6% |
| 3Y | -5.0% | +409.0% | -414.0% | -39.9% |
| All | -0.9% | +269.6% | -270.5% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling