+121.4%
BKR vs SIMO
+557.5%
-436.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -5.9% |
| 7D | -6.7% | +12.5% | -19.2% | -8.6% |
| 30D | -8.3% | +18.4% | -26.8% | -11.3% |
| 3M | -5.4% | +5.6% | -11.0% | -8.4% |
| 6M | +0.8% | +116.9% | -116.1% | -17.0% |
| YTD | +31.8% | +188.4% | -156.6% | +1.3% |
| 1Y | +28.6% | +221.3% | -192.7% | -3.9% |
| 3Y | +71.2% | +438.6% | -367.3% | +11.6% |
| 5Y | +179.2% | +287.9% | -108.7% | +86.4% |
| All | +121.4% | +557.5% | -436.1% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling