+20.6%
BAC vs SIMO
+195.0%
-174.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.8% |
| 7D | -1.9% | +0.9% | -2.8% | -2.1% |
| 30D | -7.2% | -25.4% | +18.2% | -5.1% |
| 3M | -20.4% | -17.8% | -2.7% | -19.8% |
| 6M | +1.3% | -29.6% | +30.8% | +2.1% |
| YTD | -6.4% | +100.3% | -106.7% | -19.5% |
| 1Y | -3.5% | +100.4% | -103.9% | -17.1% |
| 3Y | +96.7% | +246.1% | -149.4% | +51.1% |
| 5Y | +20.6% | +189.8% | -169.2% | -8.5% |
| All | +20.6% | +195.0% | -174.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling