+72.2%
BKR vs SIMO
+443.5%
-371.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -6.1% |
| 7D | -6.7% | +12.5% | -19.2% | -8.0% |
| 30D | -8.3% | +18.4% | -26.8% | -10.5% |
| 3M | -5.4% | +5.6% | -11.0% | -7.6% |
| 6M | +0.8% | +116.9% | -116.1% | -13.9% |
| YTD | +31.8% | +188.4% | -156.6% | +5.3% |
| 1Y | +28.6% | +221.3% | -192.7% | -0.4% |
| All | +72.2% | +443.5% | -371.2% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling