-0.7%
BBY vs SIMO
+170.3%
-171.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.1% |
| 7D | +4.5% | +4.1% | +0.3% | +4.1% |
| 30D | +16.8% | -24.0% | +40.8% | +18.9% |
| 3M | +23.2% | -31.8% | +55.0% | +25.6% |
| 6M | +91.9% | -36.9% | +128.8% | +93.8% |
| YTD | +61.6% | +84.8% | -23.2% | +29.9% |
| 1Y | +43.9% | +99.0% | -55.1% | +13.5% |
| 3Y | +88.6% | +217.9% | -129.3% | +29.7% |
| All | -0.7% | +170.3% | -171.0% | -33.7% |
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