+911.5%
BE vs SIMO
+482.0%
+429.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.7% | -1.3% | +2.3% |
| 7D | +20.0% | +4.2% | +15.7% | +16.8% |
| 30D | +7.9% | +4.1% | +3.8% | +3.5% |
| 3M | -13.2% | -12.9% | -0.3% | -6.3% |
| 6M | +53.5% | +110.3% | -56.9% | +0.3% |
| YTD | +191.0% | +178.6% | +12.4% | +59.5% |
| 1Y | +360.5% | +220.0% | +140.5% | +137.5% |
| 3Y | +1,568.0% | +409.0% | +1,159.0% | +556.3% |
| 5Y | +1,055.2% | +277.3% | +777.9% | +382.7% |
| All | +911.5% | +482.0% | +429.5% | +112.9% |
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 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