+52.3%
BDX vs SIMO
+94.5%
-42.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.1% | +4.9% |
| 7D | +7.2% | -16.9% | +24.1% | +6.0% |
| 30D | +15.8% | -35.4% | +51.2% | +13.0% |
| 3M | +23.7% | -31.9% | +55.6% | +21.5% |
| 6M | +44.8% | -19.3% | +64.1% | +43.0% |
| YTD | +39.8% | +98.5% | -58.7% | +37.5% |
| 1Y | +52.3% | +100.5% | -48.2% | +50.1% |
| All | +52.3% | +94.5% | -42.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling