+263.2%
BAC vs SIMO
+379.7%
-116.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -1.3% |
| 7D | -1.2% | -22.0% | +20.8% | +2.1% |
| 30D | -7.7% | -43.0% | +35.4% | -0.5% |
| 3M | -21.2% | -39.1% | +18.0% | -16.6% |
| 6M | -6.8% | -33.3% | +26.4% | -5.1% |
| YTD | -8.7% | +77.0% | -85.7% | -24.9% |
| 1Y | -5.3% | +73.0% | -78.3% | -21.9% |
| 3Y | +87.4% | +215.7% | -128.3% | +32.2% |
| 5Y | +18.9% | +155.6% | -136.7% | -16.5% |
| All | +263.2% | +379.7% | -116.5% | +97.9% |
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