+237.7%
BAC vs SIMO
+395.4%
-157.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +2.1% | -16.0% | +18.1% | +4.4% |
| 30D | -6.7% | -35.8% | +29.1% | -1.2% |
| 3M | -20.2% | -26.5% | +6.2% | -18.0% |
| 6M | -0.2% | -33.0% | +32.8% | +1.7% |
| YTD | -6.4% | +84.3% | -90.7% | -23.5% |
| 1Y | -3.1% | +82.0% | -85.1% | -20.7% |
| 3Y | +96.7% | +218.5% | -121.8% | +38.8% |
| 5Y | +21.3% | +175.0% | -153.7% | -16.1% |
| 10Y | +237.7% | +407.5% | -169.8% | +82.0% |
| All | +237.7% | +395.4% | -157.7% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling