-17.4%
BAX vs SIMO
+248.6%
-265.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -0.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | +6.3% | -25.4% | +31.7% | +6.6% |
| 3M | -4.6% | -17.8% | +13.2% | -4.7% |
| 6M | +50.4% | -29.6% | +79.9% | +49.0% |
| YTD | +38.0% | +100.3% | -62.3% | +22.5% |
| 1Y | +44.6% | +100.4% | -55.8% | +28.1% |
| All | -17.4% | +248.6% | -265.9% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling