+236.2%
BBY vs SIMO
+557.5%
-321.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | +0.7% | +12.5% | -11.9% | -1.4% |
| 30D | +5.8% | +18.4% | -12.6% | +2.3% |
| 3M | +18.0% | +5.6% | +12.4% | +13.8% |
| 6M | +39.8% | +116.9% | -77.1% | +12.2% |
| YTD | +35.4% | +188.4% | -153.0% | -0.6% |
| 1Y | +21.4% | +221.3% | -199.9% | -13.7% |
| 3Y | +39.5% | +438.6% | -399.0% | -15.2% |
| 5Y | -0.5% | +287.9% | -288.4% | -37.4% |
| All | +236.2% | +557.5% | -321.3% | +62.8% |
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