+127.7%
BP vs SIMO
+436.4%
-308.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.5% | -0.5% |
| 7D | -6.9% | -8.2% | +1.3% | -6.1% |
| 30D | -3.6% | -34.6% | +31.0% | +0.6% |
| 3M | +8.4% | -32.6% | +41.1% | +11.7% |
| 6M | +5.3% | -31.8% | +37.2% | +6.5% |
| YTD | +33.2% | +87.6% | -54.5% | +12.4% |
| 1Y | +28.2% | +86.7% | -58.5% | +8.2% |
| 3Y | +49.2% | +227.4% | -178.2% | +10.2% |
| 5Y | +102.9% | +173.0% | -70.1% | +48.1% |
| 10Y | +127.7% | +409.6% | -281.9% | +30.1% |
| All | +127.7% | +436.4% | -308.7% | +30.1% |
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