-65.8%
BAX vs SIMO
+269.6%
-335.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | +0.6% |
| 7D | -1.1% | +4.2% | -5.4% | -1.4% |
| 30D | -5.5% | +4.1% | -9.5% | -5.8% |
| 3M | +33.5% | -12.9% | +46.4% | +33.1% |
| 6M | +35.9% | +110.3% | -74.5% | +24.4% |
| YTD | +35.4% | +178.6% | -143.2% | +19.5% |
| 1Y | +9.8% | +220.0% | -210.2% | -5.0% |
| 3Y | -32.7% | +409.0% | -441.8% | -46.1% |
| All | -65.8% | +269.6% | -335.4% | -72.7% |
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