+84.8%
BDX vs SIMO
+395.4%
-310.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | +7.3% | -16.0% | +23.3% | +7.9% |
| 30D | +15.7% | -35.8% | +51.5% | +17.5% |
| 3M | +19.1% | -26.5% | +45.5% | +19.7% |
| 6M | +44.1% | -33.0% | +77.1% | +44.0% |
| YTD | +42.1% | +84.3% | -42.3% | +28.8% |
| 1Y | +52.6% | +82.0% | -29.4% | +38.4% |
| 3Y | +22.6% | +218.5% | -195.9% | +3.3% |
| 5Y | +23.3% | +175.0% | -151.7% | +2.9% |
| 10Y | +84.8% | +407.5% | -322.7% | +33.6% |
| All | +84.8% | +395.4% | -310.6% | +33.6% |
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