+88.6%
BBY vs SIMO
+221.6%
-133.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.9% |
| 7D | +4.5% | +4.1% | +0.3% | +4.2% |
| 30D | +16.8% | -24.0% | +40.8% | +18.1% |
| 3M | +23.2% | -31.8% | +55.0% | +24.6% |
| 6M | +91.9% | -36.9% | +128.8% | +92.6% |
| YTD | +61.6% | +84.8% | -23.2% | +26.9% |
| 1Y | +43.9% | +99.0% | -55.1% | +10.1% |
| 3Y | +88.6% | +217.9% | -129.3% | +17.3% |
| All | +88.6% | +221.6% | -133.0% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling