-22.1%
BA vs SIMO
+154.7%
-176.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | 0.0% |
| 7D | +1.1% | -22.0% | +23.1% | +3.8% |
| 30D | -7.9% | -43.0% | +35.1% | -1.9% |
| 3M | -25.3% | -39.1% | +13.8% | -21.8% |
| 6M | -24.6% | -33.3% | +8.7% | -23.9% |
| YTD | -20.1% | +77.0% | -97.1% | -36.1% |
| 1Y | -11.8% | +73.0% | -84.8% | -29.2% |
| 3Y | -10.1% | +215.7% | -225.9% | -40.4% |
| All | -22.1% | +154.7% | -176.8% | -47.8% |
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