+162.0%
BKR vs SIMO
+3,544.2%
-3,382.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | -0.5% |
| 7D | +0.4% | +14.6% | -14.2% | -2.3% |
| 30D | +3.9% | +6.2% | -2.4% | +1.9% |
| 3M | -1.1% | +3.6% | -4.6% | -4.2% |
| 6M | +7.6% | +130.8% | -123.2% | -13.6% |
| YTD | +41.9% | +195.8% | -153.9% | +7.2% |
| 1Y | +42.2% | +225.0% | -182.8% | +4.8% |
| 3Y | +84.3% | +452.3% | -368.0% | +18.8% |
| 5Y | +215.7% | +303.6% | -87.9% | +107.9% |
| 10Y | +130.9% | +528.8% | -397.9% | +30.1% |
| All | +162.0% | +3,544.2% | -3,382.2% | -34.8% |
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 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