+274.7%
BBY vs SIMO
+394.4%
-119.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.5% |
| 7D | +4.5% | +4.1% | +0.3% | +3.8% |
| 30D | +16.8% | -24.0% | +40.8% | +20.4% |
| 3M | +23.2% | -31.8% | +55.0% | +27.6% |
| 6M | +91.9% | -36.9% | +128.8% | +95.6% |
| YTD | +61.6% | +84.8% | -23.2% | +23.5% |
| 1Y | +43.9% | +99.0% | -55.1% | +7.7% |
| 3Y | +88.6% | +217.9% | -129.3% | +21.1% |
| 5Y | -3.1% | +171.5% | -174.5% | -38.4% |
| All | +274.7% | +394.4% | -119.7% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling