-64.3%
BAX vs SIMO
+184.2%
-248.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | +0.4% | +14.9% | -14.5% | -0.2% |
| 30D | +3.4% | -27.0% | +30.4% | +4.4% |
| 3M | -4.5% | -25.4% | +20.9% | -3.9% |
| 6M | +44.0% | -30.3% | +74.3% | +43.4% |
| YTD | +34.9% | +95.8% | -60.9% | +20.1% |
| 1Y | +37.9% | +100.0% | -62.1% | +22.4% |
| 3Y | -17.1% | +238.3% | -255.3% | -32.6% |
| 5Y | -64.3% | +187.6% | -251.8% | -70.7% |
| All | -64.3% | +184.2% | -248.5% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling