+593.0%
BE vs SIMO
+269.7%
+323.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.7% | +1.0% |
| 7D | -14.7% | -22.0% | +7.3% | -1.1% |
| 30D | -40.5% | -43.0% | +2.5% | -17.3% |
| 3M | -24.3% | -39.1% | +14.8% | -1.3% |
| 6M | -39.3% | -33.3% | -6.0% | -23.9% |
| YTD | +99.4% | +77.0% | +22.4% | +40.8% |
| 1Y | +26.6% | +73.0% | -46.4% | -8.4% |
| 3Y | +1,616.9% | +215.7% | +1,401.2% | +782.2% |
| 5Y | +441.4% | +155.6% | +285.7% | +178.1% |
| All | +593.0% | +269.7% | +323.2% | +87.9% |
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