+26.0%
BDX vs SIMO
+170.7%
-144.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +1.7% |
| 7D | +8.4% | -8.2% | +16.6% | +8.3% |
| 30D | +17.1% | -34.6% | +51.8% | +16.9% |
| 3M | +22.4% | -32.6% | +55.1% | +22.1% |
| 6M | +45.9% | -31.8% | +77.7% | +44.9% |
| YTD | +43.8% | +87.6% | -43.8% | +36.2% |
| 1Y | +57.8% | +86.7% | -28.9% | +49.4% |
| 3Y | +25.4% | +227.4% | -202.1% | +13.8% |
| 5Y | +26.0% | +173.0% | -147.0% | +13.9% |
| All | +26.0% | +170.7% | -144.7% | +13.9% |
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