-7.0%
BDX vs SIMO
+432.2%
-439.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.5% |
| 7D | -2.5% | +4.2% | -6.8% | -2.5% |
| 30D | +8.3% | +4.1% | +4.2% | +8.3% |
| 3M | +24.4% | -12.9% | +37.3% | +24.4% |
| 6M | +9.2% | +110.3% | -101.2% | +4.9% |
| YTD | +22.7% | +178.6% | -155.9% | +15.1% |
| 1Y | +25.9% | +220.0% | -194.1% | +16.4% |
| All | -7.0% | +432.2% | -439.2% | -20.8% |
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