+30.3%
BIL vs SIMO
+1,554.5%
-1,524.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | 0.0% |
| 7D | +0.1% | +4.2% | -4.1% | +0.1% |
| 30D | +0.3% | +4.1% | -3.8% | +0.3% |
| 3M | +0.9% | -12.9% | +13.8% | +0.9% |
| 6M | +1.8% | +110.3% | -108.5% | +1.9% |
| YTD | +2.4% | +178.6% | -176.1% | +2.5% |
| 1Y | +3.7% | +220.0% | -216.3% | +3.8% |
| 3Y | +14.2% | +409.0% | -394.9% | +14.3% |
| 5Y | +19.4% | +277.3% | -257.9% | +19.6% |
| 10Y | +25.2% | +506.6% | -481.4% | +25.5% |
| All | +30.3% | +1,554.5% | -1,524.2% | +31.0% |
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