+31.2%
BIL vs SIMO
+1,062.8%
-1,031.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | +14.9% | -14.8% | +0.1% |
| 30D | +0.3% | -27.0% | +27.3% | +0.3% |
| 3M | +0.9% | -25.4% | +26.3% | +0.9% |
| 6M | +1.8% | -30.3% | +32.1% | +1.8% |
| YTD | +3.1% | +95.8% | -92.6% | +3.2% |
| 1Y | +3.7% | +100.0% | -96.3% | +3.8% |
| 3Y | +13.8% | +238.3% | -224.5% | +14.0% |
| 5Y | +20.2% | +187.6% | -167.3% | +20.4% |
| 10Y | +26.1% | +422.5% | -396.4% | +26.4% |
| All | +31.2% | +1,062.8% | -1,031.6% | +31.9% |
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