+52.3%
BDX vs SIMO
-32.6%
+84.9%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +2.2% |
| 7D | +8.4% | -8.2% | +16.6% | +7.6% |
| 30D | +17.1% | -34.6% | +51.8% | +13.0% |
| 3M | +22.4% | -32.6% | +55.1% | +19.2% |
| All | +52.3% | -32.6% | +84.9% | +46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling