+641.7%
BE vs SIMO
+285.1%
+356.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -3.3% |
| 7D | -13.4% | -16.0% | +2.7% | -3.4% |
| 30D | -33.9% | -35.8% | +1.9% | -14.1% |
| 3M | -12.0% | -26.5% | +14.5% | +3.3% |
| 6M | -29.0% | -33.0% | +4.0% | -11.1% |
| YTD | +113.4% | +84.3% | +29.1% | +47.5% |
| 1Y | +33.2% | +82.0% | -48.8% | -6.2% |
| 3Y | +1,659.2% | +218.5% | +1,440.7% | +800.1% |
| 5Y | +461.4% | +175.0% | +286.3% | +176.1% |
| All | +641.7% | +285.1% | +356.6% | +96.9% |
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 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