+399.1%
BAC vs SIMO
+514.4%
-115.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -1.4% |
| 7D | +1.1% | +4.2% | -3.1% | +0.4% |
| 30D | -0.4% | +4.1% | -4.5% | -1.6% |
| 3M | +16.9% | -12.9% | +29.8% | +16.9% |
| 6M | +26.6% | +110.3% | -83.7% | +5.7% |
| YTD | +15.8% | +178.6% | -162.8% | -9.6% |
| 1Y | +27.2% | +220.0% | -192.8% | -4.2% |
| 3Y | +132.4% | +409.0% | -276.6% | +55.0% |
| 5Y | +72.6% | +277.3% | -204.7% | +17.0% |
| All | +399.1% | +514.4% | -115.3% | +168.7% |
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