+9.8%
BAX vs SIMO
+226.2%
-216.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | +1.2% |
| 7D | -1.1% | +4.2% | -5.4% | -1.1% |
| 30D | -5.5% | +4.1% | -9.5% | -5.3% |
| 3M | +33.5% | -12.9% | +46.4% | +32.4% |
| 6M | +35.9% | +110.3% | -74.5% | +30.6% |
| YTD | +35.4% | +178.6% | -143.2% | +24.9% |
| 1Y | +9.8% | +220.0% | -210.2% | -4.8% |
| All | +9.8% | +226.2% | -216.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling