+121.7%
BP vs SIMO
+514.4%
-392.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.5% |
| 7D | +3.9% | +4.2% | -0.3% | +3.3% |
| 30D | +7.6% | +4.1% | +3.5% | +6.6% |
| 3M | +0.7% | -12.9% | +13.6% | +0.8% |
| 6M | +15.5% | +110.3% | -94.9% | -0.4% |
| YTD | +30.8% | +178.6% | -147.7% | +6.9% |
| 1Y | +34.3% | +220.0% | -185.7% | +6.4% |
| 3Y | +35.1% | +409.0% | -374.0% | -4.3% |
| 5Y | +126.8% | +277.3% | -150.5% | +63.1% |
| All | +121.7% | +514.4% | -392.7% | +34.9% |
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 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