-5.4%
BAC vs SIMO
-32.4%
+27.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.4% | +10.8% | -3.1% |
| 7D | -2.7% | -31.4% | +28.7% | -1.7% |
| 30D | -8.0% | -45.2% | +37.2% | -6.6% |
| 3M | -20.9% | -36.5% | +15.6% | -19.7% |
| 6M | -5.4% | -34.2% | +28.8% | -4.7% |
| All | -5.4% | -32.4% | +27.0% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling