+270.1%
BA vs SIMO
+1,993.5%
-1,723.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.4% | +11.8% | -0.3% |
| 7D | -0.1% | -31.4% | +31.3% | +5.5% |
| 30D | -9.1% | -45.2% | +36.0% | -1.1% |
| 3M | -28.2% | -36.5% | +8.3% | -24.6% |
| 6M | -23.1% | -34.2% | +11.1% | -21.4% |
| YTD | -20.6% | +69.9% | -90.5% | -33.4% |
| 1Y | -12.7% | +60.4% | -73.1% | -26.1% |
| 3Y | -11.6% | +203.1% | -214.7% | -34.5% |
| 5Y | -23.1% | +145.4% | -168.6% | -42.6% |
| 10Y | +34.4% | +368.9% | -334.5% | -12.6% |
| All | +270.1% | +1,993.5% | -1,723.4% | +53.6% |
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