+48.0%
BAX vs SIMO
+94.5%
-46.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.6% | +3.5% |
| 7D | +4.1% | -16.9% | +21.0% | +3.3% |
| 30D | +9.4% | -35.4% | +44.8% | +7.6% |
| 3M | -6.5% | -31.9% | +25.4% | -7.5% |
| 6M | +59.6% | -19.3% | +78.9% | +57.7% |
| YTD | +38.9% | +98.5% | -59.6% | +34.7% |
| 1Y | +48.0% | +100.5% | -52.5% | +43.4% |
| All | +48.0% | +94.5% | -46.5% | +43.4% |
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