-63.9%
BAX vs SIMO
+154.7%
-218.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.4% |
| 7D | +12.1% | -22.0% | +34.1% | +13.0% |
| 30D | +7.6% | -43.0% | +50.6% | +9.7% |
| 3M | -4.5% | -39.1% | +34.7% | -3.1% |
| 6M | +52.0% | -33.3% | +85.3% | +51.3% |
| YTD | +35.1% | +77.0% | -41.8% | +20.9% |
| 1Y | +43.7% | +73.0% | -29.3% | +28.8% |
| 3Y | -20.9% | +215.7% | -236.7% | -35.6% |
| All | -63.9% | +154.7% | -218.5% | -70.5% |
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