+60.5%
BDX vs SIMO
+548.4%
-487.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | -3.6% | +14.5% | -18.1% | -4.2% |
| 30D | +0.7% | +20.4% | -19.7% | -0.4% |
| 3M | +19.0% | +7.1% | +11.8% | +17.5% |
| 6M | +10.8% | +129.2% | -118.5% | +1.9% |
| YTD | +20.1% | +201.9% | -181.8% | +7.4% |
| 1Y | +23.1% | +235.5% | -212.4% | +8.5% |
| 3Y | -8.8% | +463.8% | -472.7% | -24.7% |
| 5Y | -1.4% | +306.7% | -308.1% | -17.7% |
| 10Y | +60.5% | +579.5% | -518.9% | +18.0% |
| All | +60.5% | +548.4% | -487.9% | +18.0% |
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