+39.3%
BE vs SIMO
+80.3%
-41.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.7% | +6.2% | +8.0% |
| 7D | -1.2% | -8.5% | +7.2% | +5.6% |
| 30D | -30.9% | -34.8% | +3.9% | -8.0% |
| 3M | -11.6% | -32.8% | +21.2% | +11.4% |
| 6M | -25.7% | -32.0% | +6.3% | -5.9% |
| YTD | +123.1% | +87.0% | +36.1% | +30.7% |
| All | +39.3% | +80.3% | -41.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling