+268.1%
BA vs SIMO
+2,312.3%
-2,044.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.4% |
| 7D | -0.6% | +14.9% | -15.4% | -2.8% |
| 30D | -8.0% | -27.0% | +19.0% | -4.4% |
| 3M | -25.8% | -25.4% | -0.4% | -23.9% |
| 6M | -27.6% | -30.3% | +2.7% | -26.7% |
| YTD | -21.0% | +95.8% | -116.8% | -35.2% |
| 1Y | -12.3% | +100.0% | -112.3% | -28.5% |
| 3Y | -12.8% | +238.3% | -251.0% | -36.6% |
| 5Y | -22.4% | +187.6% | -209.9% | -43.5% |
| 10Y | +24.6% | +422.5% | -397.9% | -20.4% |
| All | +268.1% | +2,312.3% | -2,044.2% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling