+1,803.2%
BE vs SIMO
+240.7%
+1,562.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.1% |
| 7D | +20.5% | +14.9% | +5.7% | +10.9% |
| 30D | -23.4% | -27.0% | +3.6% | -6.1% |
| 3M | -14.9% | -25.4% | +10.5% | -0.2% |
| 6M | -28.1% | -30.3% | +2.2% | -11.1% |
| YTD | +132.4% | +95.8% | +36.6% | +52.2% |
| 1Y | +59.4% | +100.0% | -40.7% | +4.1% |
| All | +1,803.2% | +240.7% | +1,562.5% | +717.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling