+74.1%
BAC vs SIMO
+1,993.5%
-1,919.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.4% | +10.8% | -0.4% |
| 7D | -2.7% | -31.4% | +28.7% | +5.3% |
| 30D | -8.0% | -45.2% | +37.2% | +4.0% |
| 3M | -20.9% | -36.5% | +15.6% | -15.0% |
| 6M | -5.4% | -34.2% | +28.8% | -2.3% |
| YTD | -8.1% | +69.9% | -78.0% | -28.3% |
| 1Y | -3.1% | +60.4% | -63.5% | -23.5% |
| 3Y | +88.1% | +203.1% | -115.0% | +21.7% |
| 5Y | +19.7% | +145.4% | -125.7% | -22.8% |
| 10Y | +275.9% | +368.9% | -93.0% | +87.0% |
| All | +74.1% | +1,993.5% | -1,919.4% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling