+675.5%
BE vs SIMO
+292.0%
+383.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.7% | +6.2% | +8.6% |
| 7D | -1.2% | -8.2% | +7.0% | +4.7% |
| 30D | -30.9% | -34.6% | +3.7% | -11.1% |
| 3M | -11.6% | -32.6% | +21.0% | +8.8% |
| 6M | -25.7% | -31.8% | +6.1% | -8.0% |
| YTD | +123.1% | +87.6% | +35.5% | +52.6% |
| 1Y | +43.4% | +86.7% | -43.3% | -0.4% |
| 3Y | +1,683.6% | +227.4% | +1,456.2% | +797.8% |
| 5Y | +465.4% | +173.0% | +292.4% | +179.9% |
| All | +675.5% | +292.0% | +383.6% | +103.7% |
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