+554.4%
BDX vs SIMO
+3,332.4%
-2,777.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -2.1% |
| 7D | -2.5% | +4.2% | -6.8% | -2.8% |
| 30D | +8.3% | +4.1% | +4.2% | +7.7% |
| 3M | +24.4% | -12.9% | +37.3% | +24.2% |
| 6M | +9.2% | +110.3% | -101.2% | +0.8% |
| YTD | +22.7% | +178.6% | -155.9% | +10.4% |
| 1Y | +25.9% | +220.0% | -194.1% | +11.7% |
| 3Y | -10.5% | +409.0% | -419.5% | -24.5% |
| 5Y | +1.9% | +277.3% | -275.4% | -13.4% |
| 10Y | +58.7% | +506.6% | -447.9% | +25.6% |
| All | +554.4% | +3,332.4% | -2,777.9% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling