+112.9%
BP vs SIMO
+2,080.4%
-1,967.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -0.9% |
| 7D | -11.6% | -22.0% | +10.4% | -9.0% |
| 30D | 0.0% | -43.0% | +43.1% | +6.7% |
| 3M | +6.7% | -39.1% | +45.9% | +11.9% |
| 6M | +2.2% | -33.3% | +35.4% | +3.9% |
| YTD | +33.0% | +77.0% | -44.0% | +15.0% |
| 1Y | +30.7% | +73.0% | -42.3% | +13.3% |
| 3Y | +44.2% | +215.7% | -171.5% | +11.7% |
| 5Y | +105.1% | +155.6% | -50.5% | +58.9% |
| 10Y | +133.5% | +388.4% | -254.8% | +57.3% |
| All | +112.9% | +2,080.4% | -1,967.6% | -9.9% |
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 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